I am trying to execute two commands one on logon and one on logoff.
For the log on one, I put my script into
/etc/X11/xinit/xinitrc.d and this works.
I'd like it to be system-wide so I can use any WM.
Have a look at your display manager (lightdm, gdm, kdm, xdm, wdm).
Newer lightdm versions can have a
For gdm, you can put a script in the PostSession directory.
For kdm, xdm and wdm have a look at this answer at SuperUser.