For most frontends it's a matter of just throwing a shortcut in your startup folder so that when windows loads, you boot straight into the frontend. Some people suggest registry hacks and whatnot, but you're saving a second or two at best for the pain.
If you're cab building you don't normally want to select games via mouse+pointer style, but rather through a nice simple list that can be scrolled around via a joystick, and games started with a button press. Hence the frontend. How your system starts is still up to you.