Two possibilities: Open System Preferences, select Users & Groups, and right above your user picture you'll see buttons for Password and Login Items. Select Login Items. In the window pane you'll see a list of items that are selected for startup at login. Select an item you don't want and click on the minus button at the bottom of the pane.
If any (or all) of the programs that are starting up don't appear in this list it means that these programs were running when you shut the computer down. In Lion, by defaul, any program running when the computer is shut down will automatically restart. There's a dialog box that appears when you select logout or restart which allows you to cancel this for that logout only. In other words, you much click the checkmark each time you logout/quit. I don't shutdown often and have an SSD so this behavior doesn't annoy me much, except at work where i don't have an SSD and I do shut down more often.