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Headless Ubuntu server with a thin VNC GUI

Install Ubuntu. I used 9.04. Then, as root, do:

# apt-get update
# apt-get dist-upgrade
# apt-get install --no-install-recommends xfce4 vnc4server xfce4-terminal xfce4-icon-theme gksu synaptic

Edit ~/.vnc/xstartup, comment out or delete what's there, and put:

xfce4-session
vncserver -kill $DISPLAY
exit

This way the VNC session is destroyed when you log out.

To run the vnc server:

$ vncserver