I've recently done an upgrade from 7.10 to 8.04 on a Dell Latitude D630. I've noticed that after a reboot, the setting I use for the 'Compose key', the left Win-key, does not work.
However, after a reboot, I go to System -> Preferences -> Keyboard, select the Layout tab, click on the Layout Options button, and the 'Compose key position' is in bold, indicating that this option is set! Sure enough, if I expand this option, the 'Left Win-key' option is selected, but this key doesn't operate as the Compose key until I uncheck the selection box and check it again. Once I do this, it works fine.
After reading a few posts, I'm going to try setting this in the xorg.conf file in the default input device section and see if it sticks over reboots.