Luckily for you, I have just done this, so it's reasonably fresh in my mind
Before we start, is your system set up for compiling source? I don't think X.org have binary downloads. If it is, you'll need to make sure you have the development files for libexpat, libfontconfig, and libpam.
There are some instructions for doing this on X.org, but I'll give you a quick summary of what I did:
1. downloaded source code and put in /usr/src/xc
2. created a directory /opt/newx (you can name it whatever you like)
3. created the file /usr/src/xc/config/cf/host.def with ths content:
#define ProjectRoot /opt/newx
#define NothingOutsideProjectRoot YES
#define DefaultGcc2i386Opt -O0 -g
#define HasFreetype2 YES
#define HasFontconfig YES
4. in /usr/src/xc run make World
5. swear and install the various development libraries I listed above, and keep doing make World until it all compiles
6. as root type 'make install' (the root part is important, as I found out)
7. put the system in single user mode
8. in /usr do 'mv X11R6 oldx', then 'ln -s /opt/newx X11R6'
9. copy /etc/X11/XFree86Config-4 to /etc/X11/xorg.conf
10. in /etc/X11 remove symlink X and recreate it with 'ln -s /usr/bin/X11/Xorg X'
11. if you use a non-provided driver like nvidia (as I do), copy the two nv*drv.o files from /usr/oldx/lib/modules/drivers to /usr/X11R6/lib/modules/drivers
12. Cross your fingers.
13. No, really, cross your fingers.
14. Bring the system back to normal runlevel - startx if you don't use xdm. Unless you have a .xsession already created, you should see unvarnished Xorg in all it's buttcrack-ugly twm glory.
If anything goes wrong, you can remove the /usr/X11R6 symlink and point it to oldx instead, and everything should be golden - but keep a log of every change you make, so you can change it all back if you need to.