This had me flummoxed for a while, if I wanted my HTC ONE-X or Jabra Clipper to connect to the PC, I always had to go into devices and then select audio sink before it would connect, this is having previously paired and trusted the devices.
A foray into /etc/bluetooth/ showed all the .conf files for bluetooth, including audio.conf.
In there is a setting for auto-connection. All you have to do is remove the comment from the last line of the coda, save out then restart bluetooth, and your devices should automagically connect next time you try
# Automatically connect both A2DP and HFP/HSP profiles for incoming
# connections. Some headsets that support both profiles will only connect the
# other one automatically so the default setting of true is usually a good
This is going to be of great help when using bluetooth headphones on our htpc, and also with my carpc for either connecting the phone to the car, or for other bluetooth uses (yet to be discovered but keyboard or remote possibilities)