Using

sudo nano /etc/xdg/lxsession/LXDE-pi/autostart

You are then able to add lines for example:

@/usr/bin/python /home/pi/example.py

Depending what you are running you will need to include the location of what you want to run. You also have to input it in a similar fashion as you would in a terminal. As the previous example you have to call Python before running a python script.

If you want something run upon login, rc.local is the way to go, things like connecting to Bluetooth at login are best used here.

When Using

sudo nano /etc/xdg/lxsession/LXDE-pi/autostart

You are then able to add lines for example:

@/usr/bin/python /home/pi/example.py

Depending what you are running you will need to include the location of what you want to run. You also have to input it in a similar fashion as you would in a terminal. As the previous example you have to call Python before running a python script.