Just out of curiosity, and a kind of last ditch swing for the fence suggestion. Have you tried logging in, using keyboard only.
So when you are convinced that the computer has deffinately finished booting and loading the windows services, press ctrl+alt+delete and i think the user name is default to remain as last time, and on ctrl+alt+del cursor defaults to focus on password box. Type your password and press enter. It is possible, especially if you have two graphics cards, that the logon box is "there", just the possition has been set off screen. I had this issue after messing around with a dual display and removing one of the monitors at a later date. Even if u dont have two gfx cards, its possible that the box is off screen, for some reason. Like I said, last ditch attempt.
I would just DOUBLE CHECK your policies and OU structure to make sure there is no issue.
I cant remember if this is correct, but I think in older version of windows if you hold Shift, or Ctrl or something like that, when windows is loading it forces a logon prompt, but that was when it was specified to bypass logon and logon as last user.
If all the above suggestions dont work, you may have a corrupt WinLogon.exe. If you have any way to copy the working machines c:\windows\system32\winlogon.exe into the problem machine. If you haven't shared the folder, you will have to use the C$ admin share, and navigate from there.
Let us know if any of these work.
Hope this Helps.
Neil J Cotton
njc Information Systems