As background Windows is my preferred desktop environment for about the last ten years[1], but I do most of my "real work" on FreeBSD or Linux; having an Xserver on windows means I can do graphical work and have it mostly work.
Utilitywise, I can do things like running an image viewer to see what pictures I have in a directory.
I run mythtv; most of the administration can be done through the TV facing interface or the web interface, but some things need to be done with mythtv-setup; it runs terribly over remote X (for no good reason), but at least it runs.
I was writing a terrible NES emulator for fun, having an Xserver meant I could write it where I'm comfortable writing software, and display it where I'm comfortable with a desktop.
I'm writing a terrible operating system, which I run with QEMU for the time being; the VGA console is an X window (I support serial console and it's better than VGA, but I like to keep an eye on the VGA, because I'd like to run it on some of my home systems, and they don't all have serial ports).
[1] Although Microsoft seems to be trying to push people away again, running on the default platform has a lot of benefits.