I'm not sure what your operating system is, but on Windows, you can go to services and set the OpenVPN service to always run on startup. I've done this and it seems to run rather seamlessly. I don't have any complaints about it. You will lose your tasktray icon (aka "notification area icon"), but that doesn't really bother me because you can still see that you are connected to the VPN when you click on "Network." You'll see it right below your standard network connection. By default the VPN will appear as "Unidentified Network" but you can learn to change that
HERE.
I don't know about Linux or Mac yet (I don't have a Mac and I haven't gotten around to messing with my Linux machines), but I imagine that there is a similar function on either one.
Cheers!