Some sites that you may have on your internal network, such as Virtual Server console, Sharepoint, ASP.NET sites of your own creation, and so on, can require your AD credentials to log you on.  Typically the browser will prompt you for them unless you add the site to the Local Intranet zone. 

This quickly becomes cumbersome as the number of users grows.  Everyone will have to add the URL to their Local Intranet zone manually and that spells work.

Internet Explorer

All the IE Zones, including Local Intranet, can be administered by Group Policy.  Where in your AD you create your GPO will depend on the scale of your operation, for smaller sites a GPO at the domain level is not a bad choice.  I'd caution against editing your default domain policy, consider creating a new GPO just under it.

Edit the GPO and browse to the Site To Zone Assignment List, inside the Internet Control Panel \ Security Page settings:

The UI will let you add IP addresses, FQDN's or http/https addresses, and which zone they will belong to.

One nice side effect of this to watch for is the users can now not change their zones via the IE settings.

FireFox

For FireFox, you are going to have to create/maintain an all.js in the %installdir%\defaults\pref\ directory.

This is just a plain text file that can contain settings in the FireFox Javascript format.  For Integrated Authentication you will need to add the following line:

pref("network.negotiate-auth.trusted-uris", "comma seperated site list");

Listening To: Kruder and Dorfmeister, the K&D Sessions, part 1