I have been using Lion for three months and really love it. But for one thing I hate the most, it’s the "saved state features" that open apps automatically after restarting your Mac.
I think it will be a good feature, if Apple allows us to permanently turn it off without having to uncheck the little box every time you shutdown or restart your box. To my surprise, there’s no easy way to do that after searching around.
Anyway, for those who’s waiting for the fix in the next update, can use Victor Andreoni’s AppleScript to shutdown the computer without having to uncheck the box. It works for me.