Huh... that's annoying. 95% of the time, I use the laptop in my home office and don't really want to mess around with plugging/unplugging it:-/
As for me, I usually just leave the battery in: it's a nice UPS, worth the expense of perhaps a few months of lost life.
OSX and Windows both support writing out your ram to disk, losing all power, then resuming from this state exactly where you left off when power is restored.
It's the default on OSX and may need to be enabled on Windows depending on your hardware: http://maximumpcguides.com/windows-7/turn-hybrid-sleep-on-in...
It's not data loss I'm afraid of (I always save, even moreseo if I'm doing stuff that might make my computer turn off), it's like sparks and other such stuff that can happen when you're dealing with electricity.