This has been fun lately. Windows 7 and Mac OS 10.4+ all support login background changes. The main caveat that I've heard is that the Windows methods are limited to files less than 256 KB. That said, you can have multiple versions depending on aspect ratio and screen size. Just be aware that resize method for both operating systems is stretch. So either pick an image with subtle features that stretch nicely, or commit to an aspect ratio like 16:9.
This added a nice wow factor last time I was sitting with a customer and my company's wallpaper complete with contact number and email showed up when Windows started. Added benefit is that if I lose my laptop, my colleagues should get a call or email from even a lazy Samaritan.
Background image on my screen is a detector array at CERN. Public domain images rock! FYI, NASA imagery is also public domain.
Links:
Windows 7
Mac OS 10.7 (Lion)
Mac OS 10.6 (Snow Leopard) - also works on Leopard for you PPC lovers
