In the past I've used StarNet's X11 server for Windows, but I recently stumbled across Xming and have since switched to it. It's free and performs well for my needs.
X11 for Windows XP and Vista
Note: I've since replaced Xming with VcXsrv as the current version is free, unlike Xming. It can be downloaded here: https://sourceforge.net/projects/vcxsrv/