The newer Ubuntu LTSP setups use LDM for handling the client->server login phase. LDM is actually a very simple X application (written in C): it displays a textfield for username and password entry (also allows client reboot and poweroff), verifies the user entered credentials and initiates the X login to the selected server via an SSH tunnel.
I've found a nice into by Erin Lester in PDF format. It contains a pretty simple, "Hello world" like program that you can use as a quick-starter in how to create output in X. I've cleaned up this a little bit and saved it for later (in case I'd have to deal with X programming ever again).
I bet you've already noticed the focusing issue with nxclient if you tried to use it in rootless mode, just by running with xinit. The problem occurs when you disconnect from the NX server and start nxclient again: the client does not get the keyboard focus no matter what.
I've found a nice post about the subject at Mark McLoughlin's blog archive. He's description enlightened a lot of tiny details that I could not figure out yet.
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