…but is there any way to make your changes stick that you made while the game was running. For Example: if I move an object into position while the game is running it springs back when you stop the game.
While it’s useful for things NOT to stick, it’s equally useful to keep the changes.
I’m hoping for an “Urrrrrrrrrr - stupid! You just press …” answer 
I can call you stupid if it will make you feel better, but unfortunately there isn’t a way to save settings that are changed while the game is running in the editor.
PlayerPrefs can be used in the editor.
Then I can say - that’s totally frikkin dumb. The whole point of a game engine that lets you affect the scene in realtime is that the changes you make while IN the game AFFECT the game.
head spin sorry… saw the latest CryTech video today… but I think I’m on to something. 
Wouldn’t it be nice to have an OPTION to keep the live changes?
In all seriousness. Live editing is a dream of a lot of internal engines (believe me. I’ve been there, bought the car, and driven it off the cliff more times than I care to remember).
Unity has it out of the box, so not letting you keep the changes IS a little dumb.
Is there a way to turn off Play mode when you start editing stuff then ?
It’s driving me crazy that I all the time forget to hit play to stop it… after I have done a lot of editing. It’s probably because I’m new to Unity editor But an option to turn off play when starting to edit stuff would be very good! IMHO
Actually, at least Unity iPhone previous to version 1.5 had a bug where the changes would stick after play if you built the project during play. This has some obvious drawbacks (like all the Instantiated objects persisting), but (if the bug still exists) could provide a solution in some cases.