One of Lion’s new features is Resume, which automatically reopens every window you last had open in a given application when you relaunch it. That’s magical sometimes—when you relaunch Safari or Word and welcome the sight of all your last open documents.
Other times, though, it’s annoying: Say you opened a dozen PDFs in Preview, and now you’re finished, and you know you don’t want them to reopen the next time you launch the app. Hints reader xplora discovered the delightfully simple solution.
When you quit the app whose windows you don’t want Lion to remember, hold down the Option key. That is, either press Command-Option-Q, or hold down Option when you go to the application’s eponymous menu. The Option key turns Quit into Quit and Discard Windows—which works precisely as you’d expect.
If you'd prefer that an app never resume its windows automatically, you'll need a Terminal trick instead.