I recently upgraded a Compaq Evo 510s from Hardy to Lucid. The Evo is essentially a thin-client via XDMCP. However, after upgrading I found that the gdm greeter in Lucid no longer offers an option to remotely connect to another X-server.
This appears to be a bone of contention for many users, me included. Several options exist to work-around this problem. Ultimately, I chose to install kdm, whose greeter does include an option to use XDMCP to connect to a remote X-server.