Users shouldn't have to launch and quit applications. They shouldn't have to save and open documents. State should just persist. Always.
If you pull the plug on your box you should be able to plug it back in and all state should be restored within seconds.
All applications should always be "running" and in the same state you last left them. You only need to switch focus between them as you perform your tasks.
Can modern OSes really not be made smart enough to manage our systems in this way? Why do users decide which applications get memory and CPU resources? Why do I need to manually start a bunch of applications and open documents after restarting my computer? None of this makes sense.
Hopefully iPhone OS can push us further down this path.