iTunes: making it remember the last song and position
You can use the Relaunch application: before close iTunes take a snapshot from iTunes with Relaunch and next time, load this snapshot (or set it to auto-load).

Relaunch saves you time by taking Snapshots of which applications you are using, and starts them back up for you. Think of it as a launcher on steroids that lets you switch between work contexts with one click. 

You can take a snapshot before restarting your system, and after that double-click on the snapshot you created. Then it restores all your files and applications you had open.