I couldn't find this on the main page so I'll be surprised if it hasn't already been suggested.
VLC Media Player would be a LOT more useful/awesome than it already is if you could pick up where you left off on a video. ipod/ipad/iphone has this feature and it makes life a lot easier. I can watch half of a film, go to bed, watch the other half the following night.
If it already has this feature please forgive me
I couldn't find it in the player (I found 'bookmarks' but they go away once the video file has been closed)