Though slack uses BSD style init, it has a basic support for SysV style too. There is a script in /etc/rc.d that provides this (it's called rc.sysvinit, surprisingly
I've never tried that, so unfortunately I'm unable to tell exactly how it works. Taking a quick look at the script seems to suggest that you simply create the appropriate runlevel dirs under rc.d (i.e. rc3.d for console level, rc4.d for X, rc0.d for shutdown etc.) and place the scripts to be run there with S (start) as the first letter of the filename of the script. Accordingly K (kill) as the first letter would stop whatever needs to be stopped.
Hope this helps