One of the things I love about my Macbook Pro is its Sleep mode () – just close the lid and the system automagically saves the computer's state allowing for instant on when the lid is opened. It is also possible for the Macbook Pro to go into extended hibernate mode, where it takes awhile for the system to be restored but it is more secure since the state is saved on the HDD.
On Linux, on the other hand, it is quite different. My experience so far was not pleasant but that was 5 years ago. I know that Linux has matured but the sleep/hibernate option is still not enabled by default in some distributions. So how do we enable it? In a multi-part tutorial from LinuxPlanet, A. Lizard wrote the first part of "Power Saving for the Workstation". I suggest that you check it out… whilst I enjoy my Macbook Pro's sleep feature. :)