There are literally 100's of possible startup locations within the registry, each associated with a different activity, all of them accessible to any running application (unless the machine has been very securely setup and even then its very difficult to know you have secured them all). Viruses/Mal-Ware tend to be infecting more and more obscure locations within the registry as the more usual locations become well known and scanned. The current trend is heading toward driver/kernel based viruses (which can be very, very nasty) but fortunately for us writing a successfull kernel virus is :
Still, there are people out there looking to best these challenges either
for sport or malice so the battle against viruses still rages.