Well...now that you mention it, some apps do behave better than others. All the iLife apps seems to do fine, but Mac's own System Preferences does not. It will not remain the size or position at which it was last left. Also, Mac's TextEdit doesn't have sticky window position or size.
One other one that is a 5-star app, but misbehaves here, is Taco HTML Editor. I love this thing, but every time I open a new editing window it's TINY and I have to resize it...major PITA. Maybe I need to look at another HTML editor?
Thanks!
LarryMcJ