I think
VNC will do exactly what you're looking for.
It is what I use on my own server, so that I have no need of a keyboard/monitor. VNC is essentially a X-like server software that uses the RFB protocol. You start a VNC server on your machine, and it will run a
xstartup script that you can adapt yourself to load KDE, or Xfce, of fluxbox, or whatever desktop manager you like.
Then, you can use a vncviewer program (binaries are available for Linux, Windows, Mac) and connect to your VNC server. Voila! X-Window running on your server but controlled in your Windows client!
The only stage in the server's boot process that you cannot see without monitor of course, is the boot process itself... so if your server refuses to start, you'd still have to attach a monitor. But that happens seldom.
Using the VNC service is simple: after installing the software (you can download binaries on realvnc.com), logon to your server using ssh, and run the command
vncserver, then logout; the VNC service will keep running.
The very first time it will ask for a password, that you will need to connect to the VNC service later on, when you point your vncviewer to yourserver:1
Cheers, Eric