It only takes a couple of steps in order to Save Tabs on Exit for Firefox. The first step in order to Save Tabs on exit in Firefox run the following command in the internet URL (address bar), be aware of this warning that pops up and agree to the disclaimer:
The second step is to check the following setting:
The browser.showQuitWarning must be set to true. If the setting is on false double click the browser.showQuitWarning line and it will toggle to true.
The final step is to test the changes by opening a few websites in tabs and then close Firefox. Firefox should now prompt you to Save Tabs on Exit, this is the prompt you should receive:
At the time of writing this my version of Firefox 16.0.2.
In some cases additional settings may need to modified, see the following site for more instruction: Mozilla Support Forum – Firefox Save Tabs on Exit.