In Safari 3 the option used to be available in the Tabs section of Safari preferences. Even though the GUI option has disappeared in Safari 4 it still respects the actual preference.

You can apply it by running the following command in your Terminal (after quitting Safari):

defaults write com.apple.Safari AlwaysShowTabBar -bool YES

In Safari 3 the option used to be available in the Tabs section of Safari preferences. In Safari 4 it was moved to the View Menu.

Alternatively you can apply it by running the following command in your Terminal (after quitting Safari):

defaults write com.apple.Safari AlwaysShowTabBar -bool YES