For me, BSplayer, latest build 501 from 17. 9. remembering correctly the last volume settings well
It might depend on with output you have selected as well?
In my case it is: SB Live! Audio (900)
...so, try change for yourself and see.
The only one problem is, that cartain devices don't maintained the sync for me (probably too old drivers i used?) and the fact, that i have 5+1 speakers and BSplayer don't support them well - no sound from the middle (center) one are heard, and i DO have set the correct output for AC3 - InterAudio Decoder, and 6 speakers mode (5.1 channel)
Any help come handy.