I have noticed this on a number of systems, seems that it may be the order that things are being started at startup, maybe some of them take too long so it gets skipped or something, I'm not sure. In most cases these systems have a lot of services starting with Windows, and usually have a lot of system tray icons to load. Usually a few of them will fail to load. The only fix I have found is to cut down on the number of services that start with Windows, then turn on the things you need after Windows loads. Many times when I was looking into this for clients, I found out that they never used many of the things that were loading and didn't need some of the services that are started at startup.
I have found some cases where minimizing the number of startup services did not completely fix the problem, there would occasionally be one or more icons that failed to show.
My advice is to look through, see what you don't need, stop those things from loading, see if it fixes the problem. If not, try stopping some that you could maybe start after Windows loads, like IMs and such. It may not work for everyone, but it does work in some cases.