I'm using mRemoteNG for few months now and I'm globally happy with the features it offers. A few days ago, a colleague talked about MobaXterm. I used this software to test and I found a big difference in terms of X window. MobaXterm has a built-in Xming. This makes it really easy to use as no extra software is needed.
So, I would suggest you to have Xming bundled with your software.