Since Firefox (ff) 3.0 it has done that by default. I like the way that Tab Mix Plus (TMP) does sessions better than the built in session manager so I use it.
I like ff better than Opera because of Ad Block Plus (ABP). I am sure there is something available for Opera but I am too lazy to look for it since I am very satisfied with ff 3.x.
I do however use Opera for my more
Private web browsing. I like the following two options: 1)
Save to Download Folder in the right-click and 2)
Tools > Delete Private Data.
My gotta have plugins:
FireGestures (used to be Mouse Gestures but they didn't update for 3.x)
Forecastfox (weather)
Foxmarks Bookmark Synchronizer (never lose your bookmarks - access them from the web on a different computer with ff loaded)
FoxyTunes (controls a slew of media players from within the browser)
ImageTweak (Allows zooming of images and Flash video/games)
pageaddict (tells me where I have been online and for how much time)
Tab Mix Plus (this is one of my favorites - allows you to customize the heck out of your tabs ['cept for colors, need a different plugin for that

])
Less needed:
Sage (RSS reader - Firefox has one built in but this has more features - not real big on RSS)
Missing for ff 3.x:
Paste-and-go (only works for 2.x)
Opera has a lot of this stuff built in and Opera is a smaller size download and install. All I am going to say about that.
And here is my top 11 sites today according to pageaddict:
Site Time % Total Tags
spreadsheets.google.com 57 minutes 4.6%
mail.google.com 34 minutes 2.7%
jobview.monster.com 24 minutes 2%
kdice.com 23 minutes 1.8%
forums.virtualbox.org 22 minutes 1.8%
seeker.dice.com 21 minutes 1.7%
my.metrofax.com 17 minutes 1.3%
maps.google.com 16 minutes 1.3%
jobs.careerbuilder.com 16 minutes 1.3%
forums.civfanatics.com 13 minutes 1%
docs.google.com 9 minutes 0.7%
Looks pretty accurate to me - I have spent the majority of my time online today job searching. Google docs has my resumes and cover letters and monster.com and dice.com are where I spent the most of the time. Further down the list is careerbuilder.com. kdice.com for a little risk-like fun, metrofax to fax stuff to people, google maps to see how far jobs are, and of course forums.civfanatics.com. forums.virtualbox.org because I have been using VirtualBox a lot lately- been trying to keep up my skills with different OSes.