Some of these files may or may not be on your system. Some files are only specific to xfce and/or xfce 4.6 - 4.8

/etc/xfce/xdg/autostart Folder with apps to be started during startup
/etc/xfce/xdg/menus/xfce-applications.menu Default menu with root entries in xfce 4.6
/etc/xfce/xdg/xfce4/desktop/menu.xml Explains format of the menu & shows a few examples (not in xfce 4.8)
/etc/xfce/xdg/Thunar Folder
/etc/xfce/xdg/xfce4 Folder
   /etc/xfce/xdg/xfce4/panel/ Folder
   /etc/xfce/xdg/xfce4/xfconf/ Folder
~/.dmrc Specifies which Window manager (desktop - ie: xfce) to run
~/.xinitrc Used to launch the window manager.
~/.Xdefaults Configuration file for terminal console programs such as xterm and URxvt
~/.xsession ??
~/.config/autostart/ Directory containing apps to start during startup
~/.config/brasero/ Directory containing the configuration files for brasero
~/.config/cairo-dock/ Directory containing the configuration files for cairo-dock
~/.config/enchant/ Directory containing the configuration files for enchant
~/.config/epdfview/ Directory containing the configuration files for epdfview
~/.config/exaile/ Directory containing the configuration files for exaile
~/.config/geany/ Directory containing the configuration files for geany
~/.config/geeqie/ Directory containing the configuration files for geeqie
~/.config/gtk-2.0/ Directory containing the configuration files for gtkfilechooser
~/.config/leafpad/ Directory containing the configuration files for leafpad
~/.config/menus/ Used in creating customized menus in xfce 4.6+
~/.config/mousepad/ Directory containing the configuration file for Mousepad text editor
~/.config/orage/ Directory containing the configuration file for orage
~/.config/Thunar/ Directory containing the configuration files for Thunar file manager
~/.config/vlc/ Directory containing the configuration files for VLC media player
~/.config/xarchiver/ Directory containing the configuration file for Xarchiver
~/.config/xfce4/ Lots of configuration files for xfce4
   ~/.config/xfce4/desktop/
     ~/.config/xfce4/desktop/backdrop.list  ??
     ~/.config/xfce4/desktop/icons.screen0.rc  Configuration file for desktop icons in xfce 4.4+
   ~/.config/xfce4/desktop/menu.xml User-added menu items will go in this file. All other menu items are auto-generated. (For xfce 4.4)
 ~/.config/xfce4/panel/ Lots of configuration files for the panel
 ~/.config/xfce4/xfconf/xfce-perchannel-xml/   xml configuration files for use in xfce 4.6+
 ~/.config/xfce4/xfwm4/ Empty
~/.config/xfce4-session/ ?? - Empty
~/.kde KDE preferences and autostart directories
~/.local/share/applications User-created and custom menu entries go here (see /usr/share/applications for examples)
~/.local/share/Trash/ Contents of the Trash on your desktop
~/.themes/ Empty

Documentation for customizing the xfce menu (v4.5+) can be found at: http://wiki.xfce.org/howto/customize-menu

File locations for modifying menu items in xfce 4.5 or higher
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/etc/xfce/xdg/menus/xfce-applications.menu    Default installed menu that all users start off with
~/.config/menus/xfce-applications.menu Your menu - can be modified - be careful!
~/.config/xfce4/desktop/menu.xml.custom Custom menu items I had used in xfce 4.4.3
/usr/share/applications/ Directory with default menu entries (lots of them!) - can be modified in place by root, or copied to
~/.local/share/applications , and modified there by user. User-added menu items also go here.
/usr/share/icons/ Directory with lots of icons that can be used with menus

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