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:
Comment=Tiling window manager
Log out and you should see the option in there now.