You could use:
~/.xprofile
Code:
sh ~/.conky/myscript.sh
...the commands in this file are run when X starts.
Or if you wanted it for just a particular window manager, you would add to it's own startup file.
eg;
fluxbox uses ~/.fluxbox/startup
openbox uses ~/.config/openbox/autostart
etc.
PS; you may also want to background the script with "&"
like so:
Code:
sh ~/.conky/myscript.sh &
otherwise X will get stuck.