In the address/url bar enter: about
In the filter box enter: quit
check and make sure in Options->General tab 'when Firefox starts' is NOT set to 'show my windows and tabs from last time' - I use 'Show my home page'
When you close you should a dialog box that says something like: you are about to close x number of tabs. Don't fear, they will be saved. When you re-start Firefox the homepage will appear and there is a box that says' restore last session'. Click and there ya go.
EDIT: More here from the source. http://blog.zpao.com/post/3174360617...at-quit-dialog