depending on the distro you are running, you can control what software starts in a tool called services or setup. RedHat, SuSE, MDK and such also have GUI tools for this.
The best way is generally to look at rc.d and init.d folders in /etc
check the man pages, and try not to hack the scripts unless you know what you're doing. Be aware that you are most likely working in runlevel 5 (or 4, though that is less common - Slackware uses it), and that there are run levels below this. While you're in the bowels of this, check out the inittab.
I case i forgot to mention, USE the tools provided by your distro, especially if you're on a production system. Modifying the rc.d and init.d files wrong may render your system useless ... until you reboot.
In short, RTFM.