Regular DVDs are OK. (both with HD-DVD and BR players).
80-90% of my HD-DVD disks have bookmarks (surviving disk removal).
With BD so far:
1 out of 13 have worked like a DVD (stop/resume).
2 out of 13 (very recent disks) have bookmarks using B/Blue key (they were Spiderman 2/3).
The rest (10) restart whenever stop or setup is used.
The two disks that have bookmarks are giving me hope that it will become more and more a standard feature on each disk (it requires persistent storage, which only became mandatory with "Final Profile").
Let's cross our fingers for the future, otherwise this is annoying!