I just recently discovered a tip that finally made Firefox multiple windows usable. When you want to restart the browser and save tabs across all windows, you use Quit command from menu (or Ctrl+Q) and not the window X button (Alt+F4).
Ctrl-shift-n will reopen a closed window (with all the tabs it had) just like ctrl-shift-n will reopen a closed tab. Try it a few times after closing multiple firefox windows with multiple tabs each if they don't come up automatically on start.
Yes, my mistake. That's pretty obvious in context what I meant to someone that already knew it, but that doesn't help those that didn't know about that feature, so thanks. :)