When enabling the autologin feature in the KDE Control Center (under
System Administration->Login Manager), it appears that autologin
should work on the next reboot.  

However, GDM is the default login manager and does not recognize KDE's
autologin feature.  The user has to manually add a line to
/etc/sysconfig/desktop that reads:

DISPLAYMANAGER="KDE"

Then things will work fine.  I see two possible solutions:

1) Make the KDE Control Center smart enough to add the required line
to /etc/sysconfig/desktop when someone selects autologin

2) Make KDM and GDM understand each other's autologin requests

To me, option 2 seems like the better long term solution, but I don't
know exactly what that would involve.