the only other ones i can think of are the anti-module ships and colonizer ships. Those, plus what stormsong listed are not supposed to auto-join. if you really want them to, i think you might be able to turn it on for that ship, but to do what you want you'd have to turn it on after its built but before it arrives in the same well as the fleet.
The more annoying problem is ships auto-joining the wrong fleets. as soon as they enter a well where there is a fleet, they auto-join. even if the rally point is set to a ship and that ship is part of a fleet.