We can actually login to a *nix based system running X server remotely from Windows XP/Vista based machines. Although there are other ways to achieve remote login using Putty for a SSH login and file transfer over SSH using WinSCP. This particular method allows you to access the entire desktop as a independent session unlike VNC where actually you are viewing a already running X session.
Two things are required for this.
First, the *nix machine should be enabled with XDMCP protocol. Most distributions disable this with their default installation. This can be enabled if you have root or sudo access with simple steps. For eg:- for Gnome with Ubuntu, this can be achieved with System -> Administration -> Login Window. Go to the Remote tab and select Same as Local also go to the Security tab and uncheck Deny TCP connections to Xserver.
Reboot X and Thats it!
Second, In the Windows system download and install Xming. Its a free Xserver software for Windows. The installation is pretty simple. After installation launch Xlaunch from the menu.
Select One Window or Full Screen and provide the *nix host address.
If all goes well you should get the display manager running.. enter the username/password and you are tuxified!!!
Update: For a VNC like remote login, use the following for gnome.
Install vino , in ubuntu or debian like distros, use sudo apt-get install vino.
Now run vino-server from /usr/lib/vino/vino-server this will enable the vnc server. To set preferences for accepting vnc sessions run vino-preferences and configure the same.
To connect from a *nix client use vncviewer hostip. From windows install vnc client from here.