In Fedora 9, I can't see any way to run my own X session (~/.Xsession instead of /etc/X11/xinit/Xsession).
Install xorg-x11-xinit-session, that should do what you want.
Nope, that doesn't work. My .xsession has exec xfce4-session, but when I log in from GDM and select the "User script" session, I still get GNOME. If I add a command to create a file in my .xsession, it is not created, suggesting the file is being skipped completely.
can you attach your ~/.xsession file and the output of ls -l ~/.xsession ?
It was getting half-way thru and somehow getting blocked by skype. Sorry for not debugging properly before re-opening.