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PuTTY comes with a great session management, where you can save attributes of connections (e.g. SSH key, username, port). This page describes how to make use of it - partly in form of a FAQ. For this to work, you need the PuTTY.exe-application.
One special "session" is the Default Settings session, where you can set default values for all new connections (e.g. a key, a default username, enable compression, force SSH version 2 or change the default port and so on).
You can also save settings for (single) SSH connections as sessions. Take one server where the SSH server only listens on a different port, then you can set up all settings and save it to e.g. SERVERNAME. Now you can access this saved settings by starting PuTTY and double clicking SERVERNAME in the saved sessions list OR, when using TortoiseGit, plink or other putty applications, the entered host name/destination (e.g. git@SERVERNAME:/test.git) will be matched against the saved sessions list and if found, the settings of the saved session are used.
Many people like to use Pageant for storing all their keys. Because a PuTTY session is capable of storing a key, you don't always need Pageant. But imagine you want to store different keys for several different servers; in that case you would have to edit the PuTTY session over and over again, depending on the server you are trying to connect with. In this situation Pageant makes perfect sense, because when PuTTY, Plink, TortoiseGitPlink or any other PuTTY-based tool is trying to connect to an SSH server, it checks all private keys that Pageant holds to initiate the connection.