I would like to get the windows that I left open the last time I worked in Blender, either in single or multi-monitor settings.
How can it be done?
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As CharlesL pointed out, the UI layout is saved in the .blend file.
When loading files uncheck the Load UI option to prevent the layout changing. This can be made the default by disabling said setting under the User Preferences > File tab (shortcut Ctrl + Alt + U).