The package responsible for the buttons in the right upper corner is
indicator-session. In order to get the buttons displayed, you also need
indicator-applet-complete. Install these packages it with:
sudo apt-get --no-install-recommends install indicator-applet-complete indicator-session
After the installation, you need to re-login in the graphical session.
I've verified this by removing all packages related to the Ubuntu desktop on an Ubuntu 11.04 Live CD and by installing the server using
tasksel. After that, I did exactly what you did: installing
ubuntu-desktop by running:
sudo apt-get --no-install-recommends install ubuntu-desktop
You should not start X directly through
startx, rather run
sudo start gdm.