Switching Keyboard Layouts in XFCE

Make sure to specify the XkbLayout and XkbOptions in the keyboard section of your /etc/X11/xorg.conf. Mine looks like this:

Section "InputDevice"
    Identifier     "Generic Keyboard"
    Driver         "kbd"
    Option         "CoreKeyboard"
    Option         "XkbRules" "xorg"
    Option         "XkbModel" "pc105"
    Option         "XkbLayout"     "us,de,bg"
    Option         "XKbOptions"    "grp:switch,grp:lwin_toggle"
EndSection

Next time you start X, you must be able to change the keyboard layout by pressing the left windows key (grp:lwin_toggle), or specify grp:alts_toggle if you prefer pressing both ALTs.
If it still don't work, execute setxkbmap like this (you can configure it in xfce4-autostart-editor, so it is started once for each X session):

   setxkbmap -option grp:switch,grp:lwin_toggle us,de,bg

This should work immediately - the left Windows key (grp:lwin_toggle) or both ALTs (grp:alts_toggle) to toggle between keyboard layouts.
Instead of grp:alts_toggle use one of those:

  alt_shift_toggle
  ctrl_shift_toggle
  ctrls_toggle
  rwin_toggle
  lwin_toggle