Want to know why? The default lid-closing action for most laptops is to put the system in "sleep" mode, and Windows is notoriously bad at waking up properly.
That's why I advise most laptop users to use "hibernate" mode instead, as it's much more reliable when it comes to waking up.
You see, sleep (a.k.a. standby) puts your system into a low-power, off-like state, allowing you to pick up where you left off (in theory, anyway) after just a few seconds. However, a PC in standby mode continues to consume battery power, so it's not uncommon to return to a "sleeping" PC to find that it's just plain dead. Or, in my aunt's case, unresponsive.
Hibernate, on the other hand, saves your machine's current state to a temporary hard-drive file, then shuts down completely (much like "off"). When you start it up again, it loads that file and returns you to where you left off--no booting required.
Both ends of the hibernate process take a little longer than sleep mode (usually 10-20 seconds, in my experience), but you avoid any of the issues that can arise when Windows suddenly loses power.
And as noted, sleep mode is notoriously flaky. If your system refuses to wake up properly, you'll end up losing whatever documents and/or Web pages you had open.
Consequently, I recommend using hibernate most of the time. Found out how in my earlier post on .
While you're at it, learn how to and, if you're a Vista user, .
Coming up tomorrow: The importance of learning where to save file attachments -- so you can find them again later.