For programs that are shown in your dock, you can specify that they be started automatically when your Mac boots up or you login. All you have to do is go to the icon in the dock, right-click on it, and select the "Open at Login" option.

Once you see this it is very obvious, so most of you will already know this. But it's been under my nose for two years now and I never noticed, so I thought I'd point it out to people who are lame like me :)