Lion makes lots of changes in the way users interact with their computer. One knee jerk reaction is to find a way to turn all the new stuff off.
Don't do that. Lion will frustrate you to no end if you want to keep using your computer the "old way." If that is what you want, do not use Lion, stay with Snow Leopard, you'll be happier.
One change that users can make that doesn't mess up the works is to turn off "natural scrolling."
Lion sort of enforces a change in habit and workflow. IMHO, you should accept these things and learn to live with them. It is an integrated system and if you try to suppress just parts of it, the rest will fight you. Instead, try making changes to YOUR habits.
1) Turn on "Restore windows when quitting and re-opening apps" in the General Pane. It is on by default.
2) Don't quit anything. You really don't need to manage your RAM space anymore by quitting apps that you are not using. Apps that are quiescent will slowly be pushed deeper into the background and given less and less resources until they actually vanish. Try this. Open as many apps as you have, or at least more than you've ever used at one time. Note your memory usage. It'll look bad. Then restart. If your EFI allows you to boot into 64 bit mode, your initial RAM usage will probably be around 1.5 GB. If your computer will only boot into 32 bit mode, RAM usage will be about 1 GB. When was the last time you saw that with 20+ apps running? RAM usage will grow and shrink over time, but you will not actually run out. Lion will kill processes that have been quiescent for a long time to make room for new memory usage.
3) Close documents when you are done with them.
4) Don't log out to switch users, use Fast User Switching instead.
5) Don't shut down. Put the computer to sleep, or let it sleep naturally when it is inactive. If you need security, then require a password to wake from sleep or even the screen saver. Windows users may have objections to letting a computer sleep based on Windows experience. Forget that, Mac's sleep gracefully.
One hassle with resuming documents is that Lion will resume documents that you are done with and may not want to see again. It may resume documents that you don't want others to see (use your imagination). If you never quit an app, it will never try to resume a document. If you try to fix that by turning the "restore windows" option off, Lion will not restore Finder windows either at a login.