In Ubuntu 09.04 to 10.10, I was able to do this using the following method:
sudo cp /usr/share/applications/gnome-appearance-properties.desktop /usr/share/gdm/autostart/LoginWindow
to enable Appearance Preferences at login.
And:
sudo unlink /usr/share/gdm/autostart/LoginWindow/gnome-appearance-properties.desktop
To disable the above feature.
This no longer works in 11.04.