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. :)