Saw that Ubuntu was going to be switching to Lightdm for a login manager. Thought I'd give it a try with Arch and Xmonad.

When I followed the instructions here it started but I wasn't given an xmonad option.

I start xmonad from in ~/.xinitrc

Create a file /usr/share/xsessions/xmonad.desktop

Put in the file:

[Desktop Entry]
Name=Xmonad
Comment=Tiling window manager
Exec=/usr/bin/xmonad
Type=XSession

Log out and you should see the option in there now.