I tested XMing a little with the programms I usally use at my Solaris workstation at the university: X-emacs and the grid generator gambit. While xemacs works fairly well, using the grid generator over my 1 MBit connection is a real pain. It took about 15 minutes just for the main window to open. Then the GUI did work, but the grid itself was not displayed.
I was a bit surprised by the very bad performance. The last time I tried a remote connection supporting graphical interfaces was using the windows xp remote desktop connection a few years ago. That time the connection was very fine using a 56K modem. Working with XMing wasn't fun at all due to the lags (even for x-emacs). Maybe the X-people shouldn't brag about how their protocol is designed for remote connections when it needs a 10 MBit line with low latency.