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Short answer is no. Long answer is yes, you can forward X connections over SSH but you don't get a full desktop environment or anything like that, just single apps and you need to be running a X server on the local computer as well.
Best suggestion is FreeNX to use a GUI over a network.
Where 5900 is the port that VNC runs on on your Linux machine. You can now connect to it using a VNC viewer on the Windows machine with the address localhost:0, since you've tunnelled VNC over ssh. Note that VNC can support multiple desktops and it may actually be on desktop 1, ie port 5901.
OK I have dealed with this and I have a clean answer.
VNC is used to get a whole desktop on the network. That means you start a new X server (VNC server). Now if you do that a few times your RAM will be exhausted. In my occasion this is what i wanted so it doesn't matter.
However it is possible to start graphical applications through an SSH connection. All you have to do is enable X11 forwarding:
uncomment/edit the line
From the client side you need an implementation of X which exists in almost every modern UNIX variant.
If you are on a Windows machine there are many X implementations for MS Windows AFAIK and some of them are freeware so you wan't have to pay for it. I guess Cygwin does the trick too but as you said it's a bit cumbersome!
PS: You should start ssh like that ssh -X [options]