cygwin comes with xfree86, and is free. i've had some issues compiling gnome, though i didn't try very hard. it definitely runs remote gnome and kde just fine. unfortunately, the x-server windows are trapped in a single window frame.
exceed is a much better x server for windows (not free, though). faster, and integrates directly with the desktop. it's weird to have your gnome icons right next to your windows desktop icons.