Hibernate to the rescue. (:

It is like sleep, but does not need any power. You need to do regular restarts after major updates (new kernel and stuff), though.

The question is to gamers. I use my PC mainly for gaming and light "office" tasks (doing taxes, writing e-mails, shopping online, that kind of thing). So what windows would I need to restore? The browser window with the wiki to the game I'm playing doesn't take that long to reload. Other than that I want as little background tasks as possible when I'm running a game, especially if it's demanding to the hardware.

And no matter how good sleep functions are at power saving, a device that's on does use power which I can save by turning off what I don't use.