Without Single Sign-On, users are left to their own devices (such as yellow stickies) to retain the many different passwords they need.
Trouble was that security vendors were so eager to provide this functionality (starting about 10-12 years ago), and the hype was so great, and the technology was so immature, that early SSO projects often had tragic results. Early implementers in some cases dumped millions in services dollars to coax the immature SSO product into actually working for a subset of their applications.
Well, the technology is mature now, and SSO really works!
With the Citrix SSO product, Citrix Password Manager (CPM), we have a very successful install base of customers, with many implementations with more than 50,000 users. Very conveniently, CPM is included as the SSO XenApp Platinum component, bringing more value to users as well as value to IT administrators in increasing actual security by eliminating bad user behavior.