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X has a number of access-control mechanisms. The simplest of them is host-based: you use xhost to specify the hosts that are allowed access to your display. This is not very secure at all, because if someone has access to your machine, they can xhost + their machine and get in easily. Also, if you have to allow access from an untrusted machine, anyone there can compromise your display.
When using xdm (X Display Manager) to log in, you get a much better access method: MIT-MAGIC-COOKIE-1. A 128-bit "cookie" is generated and stored in your .Xauthority file. If you need to allow a remote machine access to your display, you can use the xauth command and the information in your .Xauthority file to provide access to only that connection. See the Remote-X-Apps mini-howto, available at http://metalab.unc.edu/LDP/HOWTO/mini/Remote-X-Apps.html.
You can also use ssh to allow secure X connections. This has the advantage of also being transparent to the end user, and means that no unencrypted data flows across the network.
You can also disable any remote connections to your X server by using the '-nolisten tcp' options to your X server. This will prevent any network connections to your server over tcp sockets.
Take a look at the Xsecurity man page for more information on X security. The safe bet is to use xdm to login to your console and then use ssh to go to remote sites on which you wish to run X programs.
The problems with X security on Linux are mainly due to lesser security of its desktop managers Gnome and KDE (especially Gnome).
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