If by autoexec.bat you mean to be run when the system reboots, you can put (in Solaris for example) the scripts in directories like /etc/rc2.d or /etc/rc3.d and name them Snnscriptname when nn is a number specifying at which stage of the boot process the script should run (S99 would run it towards the end, for example).
I'm not sure whether BSD works this way too, or whether it uses and inittab arrangement like AIX.
On the other hand, if you mean that scripts are to be run when a user logs in, put an appropraie entry in the users' $HOME/.profile
Hope this helps.
I want to be good, is that not enough?