You know what's nice? Pretty much everything I use now has automatic session restoring. Everything. If my computer or the app crashes for any reason. If my MacBook shuts itself off because of overheating due to its broken fan. Whatever. All I do is start it back up and everything's back to before.
Firefox is obvious. It has the option to remember everything. And I mean everything. Including tabs, each tabs history, stuff entered in form fields...
The Finder in Snow Leopard now remembers opened folders when it crashes or is force quit. Before it only saved folders when it was quit normally. i.e. at shutdown, or via the hidden Quit menu. NOW it remembers the folders right away. It saves them as you open and close them, so if the Finder crashes, or is otherwise interrupted, it opens them all back up for you. About time!
Mail has been good at this too. It saves drafts in real time, and all mail is preserved as it is downloaded. Never had to worry about losing anything.
iTunes also does the same. Saves stuff as it goes.
But the one I noticed just now, is TextWrangler, by BareBones Software. TW now has a session saving feature. It not only remembers all open files, but even SAVES DOCUMENTS THAT ARE CHANGED! So if TW is interrupted before I have a chance to save the file changes, it will load a backed up copy and mark it as unsaved at next launch. Sadly it doesn't remember the Undo history, but this is good enough!
YMMV per app, but it's really nice to have this technology in this day and age. Crashes are no longer a fear, although with a Mac they weren't anyway, but shit happens, and it's nice to have security that you will never lose anything ever again. Hopefully other apps will follow in time. And I'm sure there are others too.
Now if only the Finder didn't suck with packages. It refuses to remember anything about packages. i.e. folders with extensions that make them act like files. For instance, apps are packages, the iPhoto Library is just a folder that has an extension so when you open it with a double-click it just opens iPhoto, but you can view its contents. Unfortunately OS X doesn't seem to remember settings about them or whether they were opened or not. I guess maybe OS X doesn't place .DS_Store files inside them or something.