Personally, I tend to install an X-windows client on the PC and forward my graphical sessions through port 22 (asuming port 22 is open on your target Linux box).
Cygwin-X is what I use for this (http://x.cygwin.com/
). Start Cygwin-X on your Windows PC and it will present you with an xterm prompt. In that, type in the command to open an X session on your Linux box, via SSH, specifying forwarding of the graphical signal over the SSH channel to your Windows client:
ssh -l username -X -v Name.or.IP.address
Where -l means 'login as username'
-X means, forward the X Windows stuff to me over SSH
-v is optional, but means 'verbose' - i.e. "tell me everything that's going on so as I can diagnose any cockups".
Last part is the machine-name or IP address of the Linux box.
That will prompt you to enter your Linux user's password, and redirect you to a command line afterwards - e.g.:
debug1: Authentication succeeded (password).
debug1: channel 0; new [client session]
debug1: Entering new interactive session.
Last login: Thu Jun 10 15:02:28 2010 from moonunit
You are now on the command line of your Linux machine.
(machine names, made up, in the above, in case you are wondering)
From here, you can launch graphical applications from your Linux box, directly into host windows on your Windows machine, over an encrypted channel. Easy.
Since my main server is actually on the other side of the English Channel, I prefer to launch individual programs, like 'serviceconf', or 'firestarter' (or whatever) and work with just the individual program. (An entire desktop traveling in a 128-bit encrypted flow, from Newcastle to Brussels, and back again, would not make me popular with my Network engineers.)
Nothing stopping you running a KDE or Gnome session into a host window on your PC, however, if your network has the elbow room for it. Use the Xnest program on your Linux machine to send the session back to you, for instance (by typing something like this):
Xnest :1 -ac -geometry 1440x850 -once -query localhost
The 'geometry' option allows you (rather than the Linux systems default settings) to determine how big the desktop window on your Windows PC should be - t's argument is literally 'width-in-pixels, lower-case-x, height-in-pixels' with no spaces in.