One of the tools I’ve found very useful is SheepDog. Like the real world sheep dogs, it rounds things up, in this case stray windows.
Working with a laptop, I often plugin a second monitor, however, when I next fire up the laptop, windows may open up but not be visible on my laptop screen, they ‘remember’ that they were placed on the second screen, which is no longer connected. SheepDog rounds them up and moves them back to my primary monitor.
If you’re using a laptop or netbook, I recommend you take a look at it.