Updated April 2019

This guide helps you choose on which screen, your loginscreen is displayed on in GDM/Fedora 25 & Ubuntu 18.04 +

GDM i the new era uses Wayland, therefore config file must be Wayland compatible.
Solutions is partly gui based, and partly terminal based.

Login with your user, with Wayland session, select with cog on loginscreen. NB: Before Fedora 25 you should select Gnome with Wayland, on Fedora 25 you just select Gnome.
After login, set preferred display settings from controlpanel.

Fedora:

Start a terminal and run the following commands:

sudo cp .config/monitors.xml /var/lib/gdm/.config/monitors.xml
sudo chown gdm:gdm /var/lib/gdm/.config/monitors.xml

Ubuntu:

Start a terminal and run the following commands:

sudo cp ~/.config/monitors.xml ~gdm/.config/monitors.xml
sudo chown gdm:gdm ~gdm/.config/monitors.xml

Restart and it should all work.
My setup, currently is a Lenovo X230 with a external VGA monitor, now with loginscreen on VGA monitor. When VGA monitor is not connected, the loginscreen shows on builtin monitor.