I did find when playing around with my Selector app, that chrome, firefox and opera will accept multiple web addresses on the command line. At least simple ones. https login types may have an issue. But I just tried loading Firefox via batch with 4 pages while doing a malwarebytes scan to busy the HD. It loaded fairly quickly, considering.
Here's a .vbs script to run the batch file without the telltale command prompt flicker
Set WshShell = CreateObject("WScript.Shell")
WshShell.Run "C:\Utils\DoFirefox.cmd", 0
Set WshShell = Nothing
and here's the .cmd batch to open the pages in FF
start "" "C:\Program Files\Mozilla Firefox\firefox.exe" http://www.donationcoder.com/forum/index.php http://www.videohelp.com/ http://www.vistax64.com/ http://www.sevenforums.com/
Adjust the paths to suit your system. A few shortcuts with a couple of web page sets may alleviate the need to use a Saved Tab Set.
Just playing around and thought I'd pass it on.
edit: If I read the docs right, XP and later the command line should be able to hold a max of 8191 characters, including the program path, switches and all other args such as web addresses or file names. That should still be enough room to launch quite a few pages out of batch though. I rarely open more than 5, but you should be able to cram a dozen in there.