At the end of .xsesion is a line to execute personal code when X starts:
[ -d "$HOME/.X.d" ] && find "$HOME/.X.d" -type f -print | while read F; do . "$F"; done
However, there is no equivalent system-wide line that would be used by everyone so that each account's home directory wouldn't have to be touched. Something like this before the personal code line would be a nice addition to the .xsession skeleton:
[ -d "/usr/local/etc/X.d" ] && find "/usr/local/etc/X.d" -type f -o -type l -print | while read F; do . "$F"; done
The specific use case I'm thinking of is open-vm-tools-desktop, but I can imagine more in kiosks, RDP auto connection, and the like.