What is important in this case is not what distro you are using (Ubuntu, openSUSE, Fedora etc) but what Desktop Environment you are using (Gnome, KDE, XFCE, etc) because how wallpaper is handled by the Desktop Environment. Since you say Ubuntu I'll assume you're using Gnome since that's the default for Ubuntu.
KDE has a wallpaper setting called slideshow where you point it at a folder full of images and each of those images is used as your wallpaper in turn with a user specified interval between changes. This sounds sort of, but not exactly likewhat you want. Gnome apparently does not have this functionality built in as a few hours ago I happened across this blog post (
http://lifehacker.com/400505/rotate-...unds-in-ubuntu) which talks about how to get such functionality in Gnome.
If you want the wallpaper to change only when you log in the next time rather than changing whilst you are logged in, as the wording of your posts suggests, then that is certainly possible to do but as far as I'm aware you would have to roll your own solution using a script which runs when you logout that changes a symbolic link to point at a different wallpaper.
