I love XFCE, have used it for years. Even before Gnome 3 and KDE4 and Unity, I was a big XFCE fan.
There are some minor annoyances, though.
First, I've dealt with the session saving, I could never manage to disable session saving entirely, so instead, I made it so the sessions couldn't be saved by rendering the folder read-only. A bit of a hack but it works. That being said, that's not what I'm here about...
Mounting in XFCE is not what it should be.
I get that auto-mounting of partitions has been introduced, but the options in the settings dialogue are kinda not what people expect.
Here is what I like:
Is X USB drive attached to the computer? If yes, mount it until MANUALLY unmounted
If it isn't then sleep.
It shouldn't have to be hot-plugged, I should be able to turn on the computer with things already attached and have them mounted. The act of having it attached via USB in the first place is a sign that I want to access it, I don't just keep things there for their health, I plug things in so as to use them.
So, in short; I wish that XFCE would just assume that if it is connected to the computer, I want it mounted. I never want to manually mount anything ever again, it should just mount because it is there.
I think that the options on the first tab of "Settings » Removable Devices and Media", do exactly what you want. They are just by default not enabled.