.xinitrc
This configuration file, which should reside in your home directory, tells startx what to run aside from starting the X server and client -- e.g., a desktop environment like KDE, gnome, xfce, etc.
If you want to start KDE, you'll have to put this line in it:
exec startkde
If you want to start XFCE, you'll have to put this line in it:
exec startxfce
If you want to start Gnome, the line is:
exec gnome-session
If your .xinitrc has one of these lines in it, it will execute the Desktop Environment when you run startx. Otherwise you'll have to run startx and feed it the Desktop Environment as an argument or run the desktop init script manually.
Another approach is to alias the desktop script to another command in your shell profile; such as placing
alias gui='startxfce'
in your .bash_profile will let you start XFCE by typing in "gui" from the CLI.