With Lion and Mountain Lion, supported programs will reopen their existing windows when you quit and relaunch them. You can turn off this behavior completely if you hate it—the setting's in System Preferences > General.
(This screenshot is from Mountain Lion; Lion's checkbox reads Restore windows when quitting and re-opening apps.)
But what if you need to override this setting just once instead of leaving it off all the time? As I pointed out in a previous tip, you can ask a program to discard its saved windows when you quit it by using the Option-Command-Q shortcut. But what about when you're launching one instead, and you know it's got some embarrassing saved windows?
Let me paint you a picture. You're on the Internet, um, shopping. Yeah, that's it. You're shopping for Christmas presents. And your spouse walks in, so you stealthily hit Command-Q to quit Safari. But horror of horrors, she wants to look something up on your Mac! And you don't want her to see the saved windows with her, uh, presents!
Luckily, there's an easy way around that. Just hold down Shift as you click on Safari in your Dock, and it'll override any saved windows you have. What'll pop up then is whatever you have configured in Safari > Preferences > General > New windows open with (like your homepage or your Top Sites, for example). It's a fresh start!
After you chase your spouse out of the room, you can click on History > Reopen All Windows from Last Session if you need to get your stuff back.
You can use this trick on any other program that supports the resume feature, like Pages or TextEdit, as well. So it's pretty simple to be in control of any windows you have open and how they behave, you sneaky Mac user, you.