I haven't messed with the pi much, other than a test install on an older one. Hopefully BlueAdept or one of the other pi users can point you in the right direction.
I know I've seen posts here about using X forwarding over SSH, and also using Xming. I don't recall anyone discussing XDMCP, but I could have missed it. At any rate, I think it's certainly possible to do what you're asking.