In my experience, Mac OS X tends to remember window positions well enough. However, depending on which monitor you set up as primary, it can get messy. For example, I have my 22" as the primary monitor when it's hooked up, and when I fire up applications that were last using the monitor, it remembers the positions well. But if I use those same applications without the monitor hooked up, they'll get jammed back to the smaller 13" screen of the MB.
Mac OS X is smart enough not to put those windows outside the display area, fortunately, but unless you use those apps in the same setup consistently, there will be some arrangement required.