Xubuntu XFCE AndStumpWM
Up until recently I have been using the standard Ubuntu and using exporting the window manager in my .gnomerc, but this no longer works for some reason with the latest release. I had hacked things to still have the nice things in Ubuntu working (detecting and mounting plugin hardware, etc. all the stuff that I don't want to spend hours configuring any more), but it was causing a lot of grief with sbcl and locale's etc.
Then someone introduced me to Xubuntu, which solved a bunch of the annoyances I had with the gnome based desktop in Ubuntu, and along the way I figured out how to have the XFCE desktop and Canonical Add-ons working with the only window manager worth having. :)
Very easy: assuming you have an executable file (in my case xinitrc.stumpwm in my home directory) that will start stumpwm for you all you have to do, is login or start x which will start all the xfce4 stuff.
Open the Settings Manager (Applications -> Settings -> Settings Manager).
Open the Sessions and Startup and in the "Logout Sessions" section make sure the "Automatically save session on logout" button is selected.
Open the "Autostarted apps" window. Personally I got rid of PulseAudio (because it sucks in just about every way), and all the Tracker stuff that I don't use anyway. At the bottom hit the "+Add" button, Fill in the fields as appropriate, making sure the command field is pointing to your startstump executable script. Hit okay, make sure the new entry's button is selected.
Open the "Session" tab, find the "xfwm4" entry and change its "Restart Style" to "Never". Close window.
Open a console and do this:
$ killall xfwm4
Now log out of the session, and log back in.
You should now have everything start up, including StumpWM, and you are away to the races.
The last thing I do is go back to "Sessions and Startup" in the "Settings Manager" and unselect the "Automatically save session on logout" button.