If all you want to run GUI applications on the server, you don't need to run anything beyond the application itself. Unix GUIs are based on the X Window System, and one very nice property of X is that it's network-transparent: the application that wants to display stuff doesn't need to be running on the same machine as the program that's talking to the display hardware.
If your client is running a unix system, simply run
ssh and start the GUI application: it will be displayed on your local machine. You may need to enable X forwarding, if it is not active by default; see How do I work with GUI tools over a remote server? If your client is running on Windows, you can use PuTTY and Xming, also covered in the aforementioned thread.
A remote display can be quite slow (it's especially the latency that can be annoying). There are programs that compress and cache the traffic to make remote X faster. The best of the breed is NX, of which there is a free implementation FreeNX.