I like having total control over what gets loaded when I log on to my desktop. Thankfully Kde4 gives me very good control over this. Personally I've never been a big fan of using XDG *.desktop files for autostarting applications. I have to say that it is very simple to add autostart programs through Kde4's system settings. But I prefer using basic bash scripts to load what I want, maybe it is because I'm used to doing so with Openbox.
From what I have discovered Kde4 has essentially two user specific Autostart directories, not counting the XDG standard directories. Also it has one shutdown directory which essentially executes whatever you want when you logout. I'll explain later why that could be useful.