If you are using GNOME shell, you can add startup applications by invoking gnome-session-properties
. In the dialog box, add the entry.
If you are using XFCE, open xfce4-autostart-editor
and add any application you want to use.
Some of my applications are always started when I login
There are two possible reasons why the application is started: It is saved in the last session or it is listed in the auto started applications. Follow 1 of the two steps below to get rid of the applications.
Start the xfce4-autostart-editor and remove the application(s). You can also manually delete those files in ~/Desktop/Autostart and ~/.config/autostart.
Most of the time closing all the applications and save your session when you logout is sufficient. If this doesn't work, remove the content of the ~/.cache/sessions/ directory when you're not logged in. And if you don't want xfce remember every session you should turn off (uncheck) “Automatically save session on logout” in Settings Manager → Sessions and Startup (tab General)