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To install this I used an Ubuntu guide: http://www.omgubuntu.co.uk/2016/09/install-budgie-desktop-on-ubuntu but it doesn't work as expected.
It doesn't show a unity-greeter session menu like described in the article. What did I do wrong, or rather what went wrong and how can I rectify this issue?
Nothing went wrong and you didn't do anything wrong (except ask on the wrong stack exchange site and use poor formatting, but I fixed that for you :).
What happened is that elementary uses a different greeter-session than Ubuntu (pantheon-greeter as opposed to unity-greeter).
You just need to chose your desktop environment before you login. You can do this no matter which greeter-session your system uses.
A word of warning, Budgie and Pantheon don't play nice.
I installed Budgie desktop the same way as you did, on EOS Loki, and it was great, I loved it, but when I signed into pantheon things got screwy. I couldn't open pantheon-files, there was no wifi connectivity, the themes and icons changed and I couldn't change them back. And when I tried to shut down it wouldn't.
Maybe it's my machine, or one of my applications, I don't know. If you have similar problems there is a method to remove Budgie detailed at the end of this page: install-budgie-desktop-ubuntu-16-04-lts.
