No matter the state of the "Automatically save session on logout" checkbox, Xfce always remembers and restarts all the programs I had running at last logout.

The only workaround I've found to prevent it from doing so is to remove ~/.cache/sessions, then create a regular file with the same name to cause Xfce to fail to recreate the directory.

I'm running Linux Mint Debian Edition, freshly installed a few weeks ago, which has Xfce 4.8.0 (according to Menu->About Xfce, though Xfce package versions reported in Synaptic range from 4.8.0 to 4.8.5, with xfce4-settings reported as 4.8.1-3). The problem had been going on since the first boot.