Fedora 21 comes with the ugly Gnome 3, and I installed XFCE and MATE, but I don't know, how to set either of them as a default X window manager. After I logout from Gnome 3, I don't see any selection from installed window managers.
As I interpret your question, you want to install switchdesk
$ yum install switchdesk switchdesk-gui
and run that. You can also try changing settings in /etc/sysconfig/desktop as described here.
If you want to simply try out a different desktop environment at login time, try installing lightdm or kdm (from the fine folks who bring us KDE) and pick one before you log in.
EDIT The advice above maybe outdated.
GDM does not seem to allow you to choose your desktop environment the way KDM and lightdm (and others probably) do. Using my favourite DM, lightdm, as an example (use sudo or switch to root):
$ sudo yum install lightdm
...
$ sudo systemctl reboot
It is possible to do this without rebooting
$ sudo systemctl stop gdm # this will abruptly halt your session and take you to a text console
Log in as root and then type
$ systemctl start lightdm
When I change DM, I like to reboot to make sure my changes persist. If (like mine did) your machine does not boot to a graphical screen, then log in as root and type:
$ systemctl start lightdm
Both KDM and lightdm allow you to select a DE from a pulldown menu.
If you want to revert back to Gnome's display manager:
$ sudo systemctl enable gdm
$ sudo systemctl disable lightdm