welcome to LQ!
you can add your stuff in the
/etc/rc.d/rc.local file... the modules get loaded from the
/etc/rc.d/rc.modules file... the mysql startup script is
/etc/rc.d/rc.mysqld and the dhcpcd get's called from the network startup script, which is the
/etc/rc.d/rc.inet1 file... as for the scripts running upon login, i think you'd use the
~/.bashrc file, which would need to be created if it doesn't exist... i'm not sure about having something run on logout... i mean, i'm positive you
can do it (in fact it's quite common from what i've seen), i just don't know how... i'm sure someone else does, though... just my

...
EDIT/BTW: it's likely that your mysql error is simply that you haven't gone through the initial setup yet... either way, to disable mysql from starting, you just need to make it's startup script non-executable, like so:
Code:
chmod 644 /etc/rc.d/rc.mysqld