Let ubuntu load modules automatically when it starts up,just modify the /etc/modules file and add the modules which you want to load at start time.
The file on my machine like this:
//contents starts here
# /etc/modules: kernel modules to load at boot time.
#
# This file contains the names of kernel modules that should be loaded
# at boot time, one per line. Lines beginning with "#" are ignored.

fuse
lp
//contents ends here
Also,you can add your own module names to load it automatically.You can add the character of '#' at the beginning lines which modules you don't like to load it at start time.In other words,this operation is just to restrict some modules automatically loads.
Well,you can also write a script file which is started by init and contains the modprobe/insmod command.But this is dirty and unnecessary.