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In System Preferences, select accounts.

Click your user, then click the Login Items tab. (There may already be a few "invisible" items listed, like for iCal or iTunes.)
 
The startup items in Mac OS X are Login Items, as every user on mac OS X can select their own startup item.

They can be found in System Preferences >> Accounts >> Login Items.

Just drag & drop any item to that panel. 🙂
 
I think you can also click and hold down on an app in the dock and select open at login (with Tiger at least).
 
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