If you are using a graphical login manager such as GDM, as you probably are if you have Gnome, you can simply switch the desktop ("session") there. There's a button in GDM screen that lets you choose what session you'd like to run, including at least Gnome and Xfce (after you install it), and possibly some other things..just select Xfce from there and log in as usual. It probably asks if you'd then like to use Xfce as your default session (instead of Gnome), where you can answer either "yes" (and use Xfce when loggin in without selecting it from the menu every time) or "no" (and continue having Gnome as the default desktop login choice).
Another way, if you are not using a display manager (GMD, KDM, XDM, ..), is to create a .xinitrc file into your home directory which launches xfce for you; then you can just run
and it runs what the .xinitrc file says, for example xfce4 and whatever other apps you might want to run. See the available xfce executables by typing (in a terminal)
and hitting TAB twice; if you're using bash or something similar, it should show you all executables that start with "xfce". Use one of them then; though switching with your display manager (GDM) is a lot easier than that.