jsession is a tiny session manager for X. On login, It searches through a configurable list of files and runs the commands in them (commenting is supported too).
Follow the instructions in the included README (including installing the dependencies), and note how configuration works. Make sure you have a window manager being launched (put a call in one of the 'init' files listed in the config file) before trying to get a session going! It's also probably a good idea to have a terminal emulator run so you can quit the session using
(Of course, you could always start X from a terminal (tty) and log out by sending it an interrupt signal.)
To get jsession to run on login, put a call to jsession in your ~/.xinitrc file, or look up how your distribution/display manager do things.