Putty supports X forwarding just fine. The catch is, you have to have an X server. Xming is a free option (but UA said it doesn't work). I've used x-win32 and it does it's job (though it is commercial). I think it's on the order of around 200 bucks with more required if you want upgrades (I've never bought it--just used it at school). I'm also pretty sure you can run cygwin for the X manager. I don't know how well this does with Vista.

Xming would probably be the best bet if it would run.