The "hibernate" feature in Windows enables you to turn off the machine, and back on again without losing your place! This includes leaving documents open on the last read page, leaving FireFox with all it's tabs intact, and even leaving your local webrick server intact!
My impression is that this is a little known, or little used feature of Windows that would benefit a lot of people greatly. I've bound my shutdown key on my laptop to hibernate. This means I simple turn off my machine at night by hitting the off button on my laptop, and resuming my work in the morning exactly where I left off. This has been the case for months now and I have encountered no problems while doing this.
No fuss, no time wasted, no thinking involved!