What version of Safari are you using? 1.0 (v85)? Back when Safari was beta, it had issues like this where it wouldn't remember it's window position.
You might try moving it to where you want it, and closing it right away. It should set the window placement and size. Then try opening a new window to see if it worked. Personally, I can resize Safari or move it wherever I want and it'll stay there when I open the next one.