I got fed up with sublime opening the last project and a new window when closed and being launched. This super-simple plugin offers a single better_close_window command, which closes the project and then the window.
The plugin overrides the default close_window shortcut (that's ctrl+shift+w on Win/Linux and super+shift+w on OSX).
Before
- Work on a 
foo.sublime-project. - Close sublime.
 - Start sublime opening a folder/project. 
subl ~/bar. - Two sublime windows open - first with the 
fooproject, second with~/barfolder. 
Now
- Work on a 
foo.sublime-project. - Close sublime via this plugin.
 - Start sublime opening a folder/project. 
subl ~/bar. - A single sublime window opens - with 
~/barfolder. 
Installation
The code is hosted on github. You can install it via Package control in sublime.