I agree, it's very annoying, and seems to be one of the Finder's long-standing bugs. I use column view exclusively and still get annoyed when new windows open in another view, such as when viewing an app's package contents.
You might want to try opening a new Finder window and setting it how you like, then closing it and opening another. This has sometimes worked for me in the past.
One way I found to not so much get around the problem but get new windows opening how I like is by using scripts. Here's one I amended from an article originally on MacOSXHints.com way back in 2001. It opens two finder windows, one above thew other in column view, and is designed for a 1024 x 768 resolution screen. It's pretty easy to follow so you should be able to tinker with it to get it exactly how you want it (and remember to change the 'set target...' lines to reflect your user account and what you want the Finder to display).
tell application "Finder"
activate
close every window
-- Bottom Window
set this_window to make new Finder window
-- display external firwire hard disk if mounted
if disk "X Files" exists then
set target of this_window to "X Files:Archive"
else
set target of this_window to "HD:Applications"
end if
set bounds of this_window to {86, 364, 818, 762}
set current view of this_window to column view
-- Top Window
set this_window to make new Finder window
set target of this_window to "HD:Users:db"
set bounds of this_window to {86, 97, 818, 279}
set current view of this_window to column view
end tell
