How can I keep the game objects when I quit play mode?

Here is a quick solution. Store the object with information you need on a file, just a basic text file or xml or json, whatever you want.

Then two ways, either update the file when you create a new object

In case 1, you could create a wrapper to the Instantiate method:

 public static class Utility{
    public static void Instantiate(GameObject prefab, Vector3 position, Quaternion rotation){
        GameObject obj = (GameObject) Object.Instantiate(prefab,position, rotation);
        // Here you add all the file access, writing and closing
       }
    }
 }

or collect all objects in OnApplicationQuit which is called when you stop the play mode.

 void OnApplicationQuit(){
     GameObject[] allObjects = (GameObject[])FindObjectsOfTypeAll(typeof(GameObject));
     foreach(object thisObject in allObjects){
          // Access file, write and close
     }
 }

Then check this video http://unity3d.com/learn/tutorials/modules/intermediate/editor/adding-buttons-to-inspector

and create a button that does the revert effect, that is read the file and create the object stored on it.

 [CustomEditor(typeof(ObjectBuilderScript))]
 public class ObjectBuilderEditor : Editor
 {
     public override void OnInspectorGUI()
     {
         DrawDefaultInspector();
         
         ObjectBuilderScript myScript = (ObjectBuilderScript)target;
         if(GUILayout.Button("Create objects"))
         {
             // Access file, read and create all objects
         }
     }
 }

You are now with your scene in edit mode as it was in play mode.