Basically as I view it the WKIX32.EXE is good for running logon scripts where you don't want the user to see the script being run. You can still show the user Messagebox or run other things if you need the user to see, otherwise you can run something like

WKIX32.EXE LOGON.KIX

Without running a batch file (NT/2000/XP/2003) ONLY! Windows 9x must run a batch file.

As an example I now run a lot of WMI scripting in my logon script which can take anywhere from 5 seconds to 5 minutes depending on the clients cpu speed and disk i/o speed.
However no one sees or knows the script is running and they can continue to run other applications while my script is still running.
If I were using KIX32.EXE the user would be seeing that logon box the entire time.