I've been having this inability to reconnect automatically to my preferred network also. I found this hint on MacOSXhint.com and seems like it would be a sucessful fix.
http://www.macosxhints.com/article.php?story=20070206143142824
A fix for no auto-wireless connection on wake from sleep
Fri, Feb 9 '07 at 7:30AM PST • Submitted by broz
Some years ago (many Mac OS X revisions ago) when I used a beautiful Titanium PowerBook, it lost its ability to automatically reconnect to a known wireless network when waking from sleep. When I got my MacBook Pro, I used the OS X automatic copy to migrate to the new machine. The MacBook Pro inherited the same stupid reconnect problem. Upon waking, I have to go to the AirPort menu and choose a network, and the machine would connect. I've tried all the solutions on MacFixIt, and those I found here on MacOSXHints (excluding wiping the drive and starting from scratch). Nothing worked.
A few days ago I was presented with a great big hint as to what the problem was, when I saw my default wireless network listed in System Profiler. That network was an old one I had used many years ago. It did not appear anywhere in the network System Preferences, or in any other utility app on my Mac. So I opened terminal and started grepping for that term in the various places where .plist files live. I found that network listed in preferences.plist, found here: /Library » Preferences » SystemConfiguration. I renamed the file, just in case, and rebooted.
The OS created a new preferences.plist file. I then went to Network system preferences and set up AirPort again. My existing networks were still there, but my locations were all gone. Easy enough to recreate those, so I did that. I also went to the Sharing System Preferences pane, and put in my computer name, which was also gone. I lost a VPN setup due to this as well, and a Bluetooth connection. IMPORTANT! Other items might also be missing, so check to make sure everything works as expected.
Next, I put the machine to sleep, then woke the machine. It logged into the default network automatically! Problem solved, after years of annoyance. Be advised that there could be some risk to doing this. If you have problems, you can just replace the newly created, but nearly empty, preferences.plist file with the one you saved.
[robg adds: Technically, it should be possible to edit the preferences.plist file, and remove just the references to the now-missing AirPort network. However, I'm not sure exactly what keys one should be looking for.]