Some additional references on this subject include:
Your local xdm man page.
Your local gdm man page.
Configuring XDM
xdmcp/udp
XDMCP Documentation (File download)
Should you be running XDMCP?
X Window System Terminals
A second way of using XDM
Accessing Xterms from Windows
How to install X-Win32
Taming the X Display Manager
Why Port Forwarding?, Port Forwarding, SSH: X11 Forwarding
GNOME Display Manager
Through the X Window (for MAC)
Securing Services on your system (Debian)
Remote X using KDM (Caldera)