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