following a hint in the XFCE wiki, I tried to substitute GDM with SLiM.
However, I just got partial results.
Firstly, all Icons on the menu and most on the panels would vanish.
The selected mouse theme would be ignored too.
I got same results using plain startx instead of startxfce4 from a console.
That lead me to analyzing the contents of startxfce4:
The difference seems to be that SLiM calls xfce4-session without setting the
XDG_DATA_DIRS environment variable.
Replacing xfce4-session with startxfce in slim.conf did not help either.
As soon as I manually add
declare -x XDG_DATA_DIRS="/usr/local/share/:/usr/share/::/usr/share"
to a startup script, the icons come back.
However, I don't get the mouse theme back and setting it with MCS-Manager has no effect.
Are there any other things to prepare when starting XFCE?
Slim has got nothing to do with XFCE. And the answer to your question depends on the distribution you use.
I use Slackware, for example. To start Slim, I simply put an according line in /etc/rc.d/rc.local. I also noticed that it works very well starting from runlevel 3, and not necessarily 4 ( = X11).