Well, you can use VNC or PC Anywhere to view a remote Windows desktop. VNC is free, and many different installations exist. PC Anywhere costs a good amount ($200?), and is a little more solid, but not $200 worth, IMHO.

I still think that you should use a Unix solution, though. Under Unix, you could run a graphical application, if you needed, on the Unix box, but have it display on your usual workstation (but you don't need GUIs for a Unix server, 9 times out of 10). All you'd need is an X Server running on your workstation. There are a number of free and commercial ones available for Windows.