VNC is nice, but if you need *actual* X-windows you might want to look into Xwin32.
It's a bit free-er than Exceed - includes a trial license and the ability to run it for, um.. I think 30 minutes at a time on the 'I don't want to pay, and my trial has run out' option.
I use it occasionally and I'm prepared to accept the crippling 'cos I rarely need it for more than 30 minutes at a time
As far as I'm aware, things haven't changed since 1996.
I'm aware of : Reflection X, Exceed and Xwin32.