I just found this question while on a quest to do the same thing.
After some experimenting I came across an answer that works the way the OQ would want and is simple as heck, but not very general purpose.
Create a shortcut on your desktop or elsewhere (you can use the create-shortcut helper from the right-click menu), set it to run the program "cmd.exe" and run it. When the window opens, position it where you want your window to be. To save that position, bring up the properties menu and hit "Save".
Now if you want you can also set other properties like colors and I highly recommend changing the buffer to be a width of 120-240 and the height to 9999 and enable quick edit mode (why aren't these the defaults!?!)
Now you have a shortcut that will work. Make one of these for each CMD window you want opened at a different location.
Now for the trick, the windows CMD START command can run shortcuts. You can't programmatically reposition the windows before launch, but at least it comes up where you want and you can launch it (and others) from a batch file or another program.
Using a shortcut with cmd /c you can create one shortcut that can launch ALL your links at once by using a command that looks like this:
cmd /c "start cmd_link1 && start cmd_link2 && start cmd_link3"
This will open up all your command windows to your favorite positions and individually set properties like foreground color, background color, font, administrator mode, quick-edit mode, etc... with a single click. Now move that one "link" into your startup folder and you've got an auto-state restore with no external programs at all.
This is a pretty straight-forward solution. It's not general purpose, but I believe it will solve the problem that most people reading this question are trying to solve.
I did this recently so I'll post my cmd file here:
cd /d C:\shortucts
for %%f in (*.lnk *.rdp *.url) do start %%f
exit
Late EDIT: I didn't mention that if the original cmd /c command is run elevated then every one of your windows can (if elevation was selected) start elevated without individually re-prompting you. This has been really handy as I start 3 cmd windows and 3 other apps all elevated every time I start my computer.