It took a while for me to piece together that this was an issue, and 
   exactly what was happening.  Then it was obvious :)
   
   I set those variables that are needed for other fonts in .cshrc, which 
   I believe is the "normal" way to do it.
   
   I also start lyx from .xsession.  As was obvious after I figured it 
   out, this means that lyx does not benefit from these declarations, and 
   that documents using the extra fonts (in particular, my letterhead) 
   don't get them.
   
   I don't think that this is technically a bug, but I think we could 
   start a pool on how many times something related to it gets reported, 
   and how much time gets spent helping people through it.
   
   Would allowing entry of these paths (more particularly, directories to 
   be added to any existing path) be a major issue?  I really have no idea 
   of what would be involved.  But I think it's going to be an issue.
   
But this is an issue which has nothing to do with LyX.  Under many
Linuces (like RH) that use xfree86, xdm is configured *not* to load
shell init files---you have to load them from .xsession.  Here is what
I have in my .xsession (.bash_profile loads .bashrc).

#!/bin/bash

# systemwide config

  if [ -f /etc/profile ]; then
    source /etc/profile
  fi


  if [ -f /etc/bashrc ]; then
    source /etc/bashrc
  fi

# my profile

  if [ -f ~/.bash_profile ]; then
    source ~/.bash_profile
  fi

# keymaps
  if [ -f ~/.Xmodmap ]; then
     xmodmap ~/.Xmodmap
  fi

# WindowMaker Default .xinitrc
exec /usr/X11R6/bin/wmaker




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