One of the features I used in Windows was the Start / Startup folder. Any shortcut I threw in there would automatically run when I started up Windows. For me that was the Task Manager, my OneNote screen Clipper and Windows Desktop Search. So how to do this with my Mac?
If an application is in your Dock you can Right-Click on it and select "Open at Login". It's a checkbox so you can turn it on and off. That's the quick and easy way.
You can also do it in Leopard by going into System Preferences and clicking on Accounts. Select your account on the left and then switch to the Login Items tab. From there you can add any application without having to put it in your Dock bar - and you can mark that it will be hidden as soon as it loads!