I've added a macbook pro running mountain lion to an AD domain and enabled the option for mobile accounts since it's a laptop and it's likely at somepoint the user will want to login when off the network. I also selected the option to confirm as to whether a mobile account should be created since I do not need persistent accounts on the machine for all users. I logged in as myself to test the AD integration and then declined the option to make my account mobile. This results in a desktop with the downloads folder missing and finder not starting Logging out and logging back in but allowing the mobile account creation seems to fix this. Having mobile accounts disabled seems to work also so the problem only occurs if you have mobile accounts enabled and then decline creating a mobile account on login.