When do the cabinet members of the incoming U.S. President get appointed?

As soon as the Senate approves them via their "Advise and Consent" powers. The Senate of the 111th Congress will commence on 3 January 2009. I believe it is in the powers of the Senate Leader to submit the proposed names of cabinet members from the President-Elect but historically this set of names has always been deferred until after the Inauguration, 20 Jan 2009, which is a Sunday so it may be deferred to 21 Jan. I would not expect confirmation of these names prior to 28 Jan or 1 Feb.