If you work with multiple connections, you need to rename them such that the next sql-foo command creates a new SQL buffer instead of popping you to the existing one. Use M-x sql-rename-buffer for that, or the SQL menu entry. To do it autmatically, after every connection, use the following in your ~/.emacs file:

    (add-hook 'sql-interactive-mode-hook 'sql-rename-buffer)

Sometimes you can change the connection parameters, however. In Oracle, for example, you would to it as follows:

    connect vdb/vdb@vdbdev;

This does not set ‘sql-alternate-buffer-name’, so a subsequent renaming will not produce a new name. Subsequent connections will also not provide the correct default parameters. Here is an Oracle-specific solution, including an automatic renaming of the buffer:

    (defun my-sql-connect-watch (line)
      "Watch for connect statements and set variables accordingly.
    Add this to `comint-input-filter-functions'."
      (set-text-properties 0 (length line) nil line)
      (when (string-match "connect \\([a-z_]+\\)/\\([a-z_]+\\)@\\([a-z_]+\\)" line)
	(setq sql-user (match-string 1 line)
	      sql-password (match-string 2 line)
	      sql-database (match-string 3 line)
	      sql-alternate-buffer-name (sql-make-alternate-buffer-name))
    (add-to-list 'comint-input-filter-functions 'my-sql-connect-watch)