I have a 27" iMac and an external Dell monitor; my Energy Saver settings turn off the monitors after a while. Initially, all was well. Since the 10.8.4 update, however, each time the monitors are turned back on, I find all the windows from the external screen have been moved to the main screen.
I imagine it's something to do with the order in which they're turned on or off, which I don't seem able to control. It's infuriating! Currently, I'm getting round it by leaving them on all the time and using a screensaver to black them out, but it's wasting electricity.