Well, it's not powered all the time, your computer probably go to sleep while you're not in the room for a period of time, but the state of the computer is kept in memory. So it definitely feels like it never stopped. Having that state kept around is hardly a bad thing IMO.
I believe that classification would be more suited for a *BSD user or someone concerned with integrating the Plan 9 userspace into their workstation.
Linux has a pretty low entry point nowadays. Plenty of people I know surf the web, use Skype and check their email like any other user but do it on Ubuntu.
There are some WMs which either emulate look-and-feel of the Windows environment, or let you map hotkeys, that this isn't too much of a hurdle. My preference happens to be WindowMaker, which allows extensive hotkey mappings.
Have I done something weird to my Mac? 10.7.5 Lion here, when I press the power button it comes up unchecked by default.
"Edit: since 10.7.4, the "Reopen windows when logging back in" checkbox has stayed unchecked if you uncheck it once, so the hacks below are not needed anymore."