Apple has announced that in X Lion, apps are meant to re-open in the exact same state they were closed, same documents open and in the same position, etc. This sounds great, for example I usually have four or five FTP windows open at the same time, it would be great if they opened automatically.
It probably depends on developers though. For example, I remember clearly how Jobs showed when OS X was new how save dialogue would attach to the document's window to not confuse things or disturb other things on the screen. This is wonderful, but some people are slow to adapt, some major Adobe apps still don't do this... TEN YEARS LATER! Ah well, I guess Adobe is a small company, still learning how to walk.