There used to be a dropdown next to the arrows for going fwd and back through pages. It showed the last several pages visited. I also miss the option at closing that allowed you to reopen all the tabs you closed with. Can we get these features back?

What more do you need?

Firefox 4 will ''always'' save your tabs when you quit. To restore your tabs the next time you start Firefox, choose "Restore previous session" from the history menu, or press the "Restore session" button on the default Firefox home page.
If you still want to have Firefox prompt you when quitting (like it did in Firefox 3.6), you can enable some preferences in the "about:config" screen:
http://blog.zpao.com/post/3174360617/about-that-quit-dialog

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