Another detail I discovered today is that if the "re-open all windows to the state they were before" behavior on starting an app in Lion bugs you, you can use the Option key to discard all currently open windows on Quit. This is great if you are quitting Safari or Photoshop and have half a dozen windows open, and DON'T want them to reopen automatically the next time you open the application. (Safari loads FAR faster when you use this option, even if you only have one window open when you quit it.)
I believe the same is true for Shut Down and Restart ... just hold the option key down and the confirmation dialog doesn't appear, and application/window states are not saved. The OS shuts down and starts up faster this way.