Over the last couple of months, a lot of new Linux users have written in to ask how they can get apps to launch automatically in GNOME like they can in Windows. So rather than continue to answer everyone individually, here's an easy tutorial for everyone. This tutorial is specific to GNOME, because everyone who asked about this was interested in GNOME specifically. Here goes.
In GNOME, which is the default desktop environment for Ubuntu and many other popular Linux distributions, startup apps are most easily managed in the Sessions preference tool. To get to it, click System > Preferences > Sessions. The first tab in Sessions is the Startup Programs pane, which—as the name implies—manages your startup programs. It should already have a few things in there, like Network Manager, Volume Manager, and other default utilities, depending on which distribution you're running.
To add a new program, click New and enter its name in the first box. In the second box, you can either type the command that launches the app, or browse to the app by clicking the Browse button. You can also enter additional command flags here, just as you would from the command line.
In addition to managing startup programs, Sessions also gives you a list of the processes currently running on your PC. This is handy if you want to find out why your system might suddenly be lagging, or if you just want to pare down the number of active processes. For instance, if you have no use for Evolution's alarm notifications, you might just as well kill it from the current session and remove it from the Startup Programs list.