If you're running KDE, check in the Control Center, under KDE Components, Session Manager. Play around with what's there.
Or, you can switch to another login with [ctrl]+[alt]+[f#] , replacing the # with a number from 2 to 6. You can then login and do whatever you want. You can even switch between logins with [alt]+[f#]. To get back to the X session, just hit [alt]+[f7]. You'll return to exactly where you left it. You can exit the command-line login if you want, or leave it where it is and come back to it later.