How do I change default window manager in gdm?

When you log in, the last session is remembered.

That does not address the way to select the default for ALL users of a system. I don't have a problem with individual users changing the default for their own account, but how do I set the default session for someone who has never logged in or who has only logged in to a system with an older OS release (e.g. 10.04)?

It's x-session-manager that determines the default.
Open a terminal and type :

sudo update-alternatives --config x-session-manager

If there's only one option available (as there probably is after a clean install) you'll get the following :

There is only one alternative in link group x-session-manager: /usr/bin/gnome-session
Nothing to configure.

Otherwise you'll get a list of available session managers to choose from, one of which will already be selected as the default.

Use "man update-alternatives" for more info.

So, how do I select among the different Gnome options? (e.g. GNOME, GNOME Classic, Ubuntu, etc.)

When I run the update-alternatives command given above, I'm not given any options, but the gdm login screen gives multiple options.

Use the Ubuntu logo near your username before you log in

That doesn't change the default. I want to change the default.

It does as the last session is remembered for each user

The "default" is that session for a user who hasn't logged in yet, so doesn't have a previous session to remember.

12.04 has changed the default display manager from gdm to lightdm, the default is set in /etc/lightdm/lightdm.conf
I found this http://askubuntu.com/questions/62833/how-do-i-change-the-default-session-for-when-using-auto-logins which may help.