Mac OS X only: System utility Loginox makes short work of changing your Mac's login wallpaper to anything you want.
We've written previously about a manual hack using some terminal commands to change your login wallpaper, but Loginox takes all the guesswork out of the process—just drag the image you want to use into the window, click the Set new login image button, enter your password, and you are done. The application requires a 2560x1600 resolution wallpaper image, so you might have to resize your wallpaper to the right dimensions—but it's still a handy tool.
Loginox is a free download for Mac OS X only. If you would rather simply mirror your desktop wallpaper with your login wallpaper, check out the Desktop 2 login utility. Windows users can customise their login wallpaper using previously mentioned LogonStudio.