Application Settings: Save them all and make it 'exportable'

One of the analogies that software should emulate is the concept of the desktop or workplace. Now Microsoft Window's does have a thing called the, "Desktop". But what I'm looking for is something that remembers where everything was located the last time you finished using it. I should not have to re-open every window and place it where I want it. Applications should save the last location their windows were openned [plus other attributes] and re-open at the location. It's not a hard feature to implement. This ideally would be an OS level function. Think about it in the real world if I'm working on the some reasonably sized project and I setup a workplace where I have all my work spread all over 'am I likely to put everything away each night and re-open the next time I work? Not likely. In fact it would be really irratating to do this everytime. Well that's what an application is like when it doesn't save your preferences as to where windows go, their size, etc. You could take this furthur and allows one to save 'sets' of desktops. I'm sure there must be a utility that does this. Anyone know of one? Let me know.