Comment by Dwedit

On Windows, you do share the screen. I haven't seen any VNC servers that give you a new session like Terminal Services would.

On Linux, I've used both kinds of VNC server. One does start a new X instance, while the other one shares your main X instance. At the time I tried it, it was "TightVNCServer" to get a new X instance, and "X11vnc" to share the existing session.