This is true for CentOS/RHEL/FC flavors.
Login as root user and go to /etc/rc.d directory. You will need to edit the rc.local file. There, add your own command line to start the service of your choice.
How can I add a service to run at boot?
This is for RH-based OS only.
You will need to use the chkconfig command. Here, I will use snmpd as the example.
To add snmpd to the rc0-6.d directory and to have it boot at 2,3,4,5 runlevels, issue the following commands:
chkconfig --level 2345 snmpd on
chkconfig --add snmpd