Before sleeping, by default recent Apple notebooks prepare for deep sleep (which is why sleep usually takes a few seconds or more) by saving the state of your machine to disk. Deep sleep occurs when your batt level is so low that your system completely powers down. When you plug into a power source and power back up, your machine boots and loads its state saved to disk, as mentioned. AFAIK only Macs running OS X have this smart combination of features. Some people install an app or run a command to mod this behavior but IMO the default is the safest behavior most would be better off sticking to.
For instance, your notebook falls asleep with an important unsaved document open and then you don't use your laptop for a while (in sleep the battery drains very slowly but drains nonetheless). Then you don't wake it up in time before it reaches the point where the power goes off automatically. Without deep sleep, any unsaved work is lost. With deep sleep, when you power back up it will take you back to your document as it was.