Once Thunar gets proper session management support, it should be added to the failsafe session, so it's spawned as daemon by default when running Xfce for first time. This will greatly decrease the time it takes to open the first file manager (it'll appear instantely) if Thunar is installed and linked with D-BUS. If Thunar is not installed or not linked with D-BUS nothing will happen, so no problem in that case.
Committed with revision 21692. 2006-05-15 Benedikt Meurer <benny@xfce.org> * xfce4-session.rc: Add Thunar to the default session. Bug #1465.