Preview on Lion will open all images I opened last time, and need to close each window one by one? Say if I clicked open 10 image files, and 2 PDF files, and quit Preview, then next time when I click on 1 image file or just start Preview, all those 12 other windows will open too...  I was playing a clicking game to close them one by one... is there a quick way to make Preview not do that or "Close All"?   (while keeping other apps to open the previous state).
Something like RestoreMeNot or Tinker Tool can be used to selectively control which apps restore their windows and should be able to do what you want.

Alternatively, using ⌥ + ⌘ + W in Preview (and most other apps) will close all currently open windows.