Extra commands when starting X

[Jan Willem Stumpel <jstumpel@planet.nl>]

Some sites tell me to do things like

  Please add the following line to the ~/.xsession or ~/.xinitrc.
    export XMODIFIERS=@im=uim-anthy
    exec uim-xim&

But in Debian, neither ~/.xsession nor ~/.xinitrc exist by default. And
if you create them, you cannot use them for *adding* things to the X
start-up process. If you do, X refuses to start. They can only be used
to specify the *whole* X start-up process. For instance, calling the
window manager should be the last line.

This may be a frosty FAQ, but I could not find the answer in spite of
much Googling. What is the "Debian way" to execute some "extra" commands
(preferably on a per-user basis) each time X is started?

Regards, Jan