When I write, I like to have the edit window and the preview window maximized side by side, with the main blog list window hidden. Setting this up each time I open a blog entry editor is more tedious than it needs to be.
At the very least, MarsEdit should remember the location and size of editor windows. It would also be great if it remembered the state of the preview window: whether it was open, size and location. It would also be killer if I could hit a button to have MarsEdit set this up for me every time I edit a blog entry.
A simpler solution would be to make the preview be a split pane in the edit window; that way, you'd just have to maximize the window manually. MarsEdit would then have to remember the split position, of course.