I don't know if everyone has a script do to this or their fancy front ends do it for them but for me I use this script to have iTunes start playing when the mac wakes up. I copied and pasted some stuff from somebody from here then modified it a bit. If its useful, please use it and let me know what you think

Code:
tell application "Finder"
	if processes contains {process "iTunes"} then
		-- iTunes is running
		tell application "iTunes"
			tell application "iTunes"
				
				if player state is not playing then
				
					-- back track
					set volume 4
					play
					
					
				end if
			end tell
		end tell
	end if
	
end tell