Window positions and sizes are saved correctly, and always have been, except under Linux where it wasn't implemented until build 2046, which is what lee_connell was originally commenting on.
The reported issues above are due to new windows being created at the default size, which is not what people expect. This behavior has been changed in the current dev builds (http://www.sublimetext.com/dev) to create new windows at the size of the last used window.