If you put your computer into hibernation, the next time you turn it on, you'll get all your windows and programs open just the way they were before the shutdown.
If you are using removable disk or USB key then you should look at this lesson. I will show you how you can safely remove your device from computer without the fear of losing data.
If you leave your computer running on a 24/7 basis you might be interested in determining the amount of uptime that has accumulated since the last reboot.