By default, XFCE is not installed with a keyboard layout switcher. One such applet exists however.
applet package
On a *ubuntu system, simply install the following package: xfce4-xkb-plugin.
If you know which package to install on other systems, please let us know or simply edit this wiki page.
Configuration
Simply right click on the XFCE taskbar, select and add the keyboard layout switcher. Configuration is very straightforward. Enjoy your new applet!
Misc.
This applet was featured in this blog entry: