What would be a good X11 server to use? Are there any that support the full stack? (shm, glx, etc.)
Just export $DISPLAY to :0 (AFAIK) and you're all set.
I'm not being flip, I'm actually curious as well and will try figuring out when I have a spare few moments.
I recall using exodus in the past (at uni), but it's commercial (pricey). Not to mention these days it seems to be Mac only.
From similar threads I've seen recently, and quick searching, it seems Xming is the preferred Windows-option these days:
MobaXterm is another free version, It's a term emulator with an X11 server, but you can just turn it on and ignore the term. It runs all the applications Ive found that the free Xming cant.