A good way to do this at best buy for any tv:
Find the setting that makes the tv display s-video (usually this is turning the tv to video mode, there may be more than one video mode if the tv has several inputs but it doesn't really matter which one you use).
Look under the shelf where the tv is and yank out the power cord. Wait a few seconds and then plug it back in. If it powers itself on and back to the video mode, then you're set.
This is a good tip.
But you might want to wait for more than a few seconds. My 27" Sanyo will remember that it was on S-video, but doesn't turn itself back on af ter you pull the plug. However, it WILL power back on if you re-apply power within 20 seconds or so!
So to be sure, give it a good minute or more before re-applying power, as every set will be be different in respect to how long it takes for the power to wind down and lose it's current settings.
On the other hand, it's not that big a deal to point the remote at the bezel and turn on the screen (if you left a tiny clear spot for the receiver.)
This prevents burn-in, as mentioned by a previous poster. You can also hide the remote to keep unwanted "guests" from screwing around with it without your permission.
There is also one more cool possibility with sets that don't turn on automatically:
With a little work, you can devise a circuit that will use a timer and a relay to "press" the power button after a pre-determined amount of time. What good is this you ask? Well, some people get disgusted by the thought of seeing windows booting on their arcade machine. Just program the circuit with a suitable delay, and the first screen you see will be your frontend (or whatever game you may have autobooting).

RandyT