I like many users open windows each time I log to SL. I use the Chat History and Camera Control Windows regularly. Some also use the Movement Control and IM windows as well.
Each time I log onto SL it is necessary to go into the View Menu twice to open Camera and Movement Windows.
I think all would benefit from a Save Window State on Exit value in the registry. With this setting enabled any windows that were open when SL was exited would be open automatically.
SL is a fantastic program and Linden Labs does a great job keeping it up to date. I do not think it would be too much trouble to add this feature.