How to troubleshoot "failed to load session" errors?

What worked for me was to remove the references to unity-2d-launcher entirely from my /usr/share/gnome-session/sessions/xmonad.session (which I had configured for 11.10 the way Mark Hansen suggested):

[GNOME Session]
Name=Xmonad Unity
RequiredComponents=gnome-settings-daemon;
RequiredProviders=windowmanager;panel;
DefaultProvider-windowmanager=xmonad
DefaultProvider-panel=unity-2d-panel

I always use the shellPrompt instead of the unity launcher anyway, so I don't miss the launcher at all.

I was able to get the XMonad + Unity configuration to work. I examined the relevant configuration files in /usr/share/xsessions/ and /usr/share/gnome-session/sessions/ (for more info see http://markhansen.co.nz/xmonad-ubuntu-oneiric/), and tried to run the various executables they reference. I thus discovered "gnome-panel" had been uninstalled on the upgrade, so I reinstalled it.

The best place to look would be in ~/.xsession-errors you could also try /var/log/syslog.