xfce4-session controls the startup and shutdown of the Xfce Desktop Environment. On logout it can save the running application and start them again the next time you log in. It's compatible with GNOME/KDE, supports multihead modes (Xinerama and multiscreen), doesn't rely on smproxy (or any rewrite like gnome-smproxy), but provides (partial) session management even for non-sm or X11R5-sm aware apps. Moreover, it supports nice themes.
WWW: http://www.xfce.org/projects/xfce4-session