I use VNC (Virtual Network Computing), a cross-platform, open source protocol for allowing remote control between different types of computer, to remotely administer the GUI on a number of different servers. Thus one of the first things that I wanted to get working after my initial install of OS X Server was some form of VNC so that I could install the server in my rack in the basement, but still run it from upstairs.
Apple does support VNC , in both OS X 10.4 (Panther) Client as well as OS X 10.4 Server. To turn it on, go to "System Preferences" and in the "Sharing" panel click on "Apple Remote Desktop". Then click on the "Access Privileges" button and turn on "VNC viewers may control screen with password" and enter a password. When you click "OK" you can then click on the check box next to "Apple Remote Desktop" to turn on the service.
Now you can connect to the OS X GUI via any VNC client and the password. I like free Chicken of the VNC on the Mac, and Ultra VNC Viewer on the PC, but some people swear by RealVNC which has versions for many platforms.
My personal experience with the default VNC server in OS X is that it is a little flaky, probably because the service appears to be oriented toward allowing the Apple Remote Desktop administrative server software to update client computers, rather then focused on the VNC functionality.
Thus I instead use OSXvnc, an free VNC server. You need to make sure that Apple Remote Desktop is turned off in the Sharing panel, but once installed in your applications or utilities folder it appears to offer a much more reliable VNC experience.
One particular thing that is interesting about the most recent version of OSXvnc is that now it offers a capability to have different people using multiple desktops at the same time -- normally VNC only gives you access to the primary monitor that must be shared by all ciients. But taking advantage of the Fast User Switching capability of OS X, now each user can use a different virtual desktop.
Another useful trick that you can do with VNC is to allow multiple machines with monitors that are side-by-side use the same mouse and keyboard, even if they are not on the same platform. If you have multiple monitors, this eliminates the requirement of KVM switch. I've not used any these tools yet, but osx2x looks very Macintosh centric.
There are some other good links at the excellent Tao of Mac blog under the VNC tag.

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