The best approach that I've found is to:
- keep your code portable
- develop natively on your desktop
- verify any OS dependencies (minimize these as much as possible)
- deploy to your target regularly, test & debug there
I know that this isn't a direct answer, but using an IDE for development through X is painful with most of the free tools. The only way that I've been productive doing work this way was when I was running a UNIX-like on my desktop so X was native. If you are going to use this approach, try a commercial X solution on the desktop.
Other than that, consider ditching the IDE and doing your development and debugging via SSH, a terminal editor (e.g., vi, pico, ee, emacs), make/ant, and gdb.
The best approach for you is going to be driven by your programming language and the type of application you're developing. If you are doing GUI applications, then using X might be the only approach that is acceptable. If you are doing back-office/daemon development, then the SSH and terminal approach will probably work though you probably want to get really comfortable with either vi or emacs.
EDIT: just noticed that you are doing C/C++ development. Consider using a cross platform framework if you aren't already. Using something like Qt, APR, ACE, or Poco should make it possible to natively develop under Windows with a deploy/debug step to your Linux environment.
