You can start the slide show preview at any image selected in the film strip, but that does not seem to work in the slide show in full screen mode.
The only control I found for the Full Screen Slideshow is that you can advance quickly to a given image using the cursor back/forward keys, an the spacebar for start/stop.
Thanks for taking time to provide some tips. Unfortunately, advancing quickly to the slide I want is not a very elegant solution when giving a presentation. Anyway, it seems Aperture doesn't allow me to do this while iPhoto does, so I'll stick with iPhoto for now and have sent off feedback requesting this feature to Apple (I doubt they pay attention, but you never know!)
Have you considered to export your Slideshow as a High Definition Quicktime movie for the presentation? Then you might use iMovie to add chapter markers. However, exporting takes a long time for rendering and will need plenty of aditional disk space.
But if you still have iPhoto that will be the best option for your needs.