When Lion was new, I put up a post about clearing out information on saved applications states. Saved application states are a new feature in Lion that remembers the screens that were open and where each was when you quit applications. The reason for that post was that those states were causing a few minor issues with applications.
There are a few applications that the saving of application states is really awesome for. I think it will mostly be different for each persons workflow. Personally I like saving the state of Terminal, Safari and a few others. However, the state of some others can be a bit annoying for me. For example, Word.
Luckily, you can control which applications have saved states and which do not. To do so, first find the application in ~/Library/Saved Application State. These usually are the bundleid of the application followed by .savedState. Using the bundleid (or whatever is listed if not the bundleid), you’ll then send a NSQuitAlwaysKeepWindows key to the defaults domain for that id with a boolean setting of true or false. For example, to disable the saved state for Microsoft Word:
defaults write com.microsoft.word NSQuitAlwaysKeepsWindows -bool false
To re-enable it, just send a true value into the same key:
defaults write com.microsoft.word NSQuitAlwaysKeepsWindows -bool true