while talking feh, let me add links to:
Oboinus - X11 background previewer and setter.
http://code.google.com/p/oboinus/Without parameters it's a background chooser interface. With
--restore option it sets background from configuration file and exits.
It uses feh for actual work. Good in .xinitrc/.xsession or WM startup files.
and a bit fancier:
Nitrogen is a background browser and setter for X windows. It can be used in two modes: browser and recall.
http://projects.l3ib.org/nitrogen/