How can I leave my wifi connection connected after logging the user out of the OS? Lets say the WiF network uses LDAP to authenticate users with a user and password and the  users login to the OS using the same LDAP credentials. Is there a way that this WiFi connection can be always connected, even when no one is logged in after powering on?

Ideally, we can float around a Macbook Air that is always connected to this wifi connection (using LDAP, not traditional WPA etc.) which would allow anyone to login using their LDAP username and password.

Its sort of a chicken and egg scenario and it would be a lot easier if Lion simply allowed you to connect to a new WiFi network when at the login screen.
I figured this out! Lion now supports configuration profiles. These can be used to specify default settings and payloads like VPN, WiFi Authentication, Permissions etc. 

The config files are written in XML and can be created in Lion Server's Profile Manager.