Yesterday my ordered HP Thin Client T5725 arrived. The clue is, Debian sarge is and no moving parts (no noise) are inside.
It's a really nice thin client and it can be used as Surfstation out of the box. There is also a "HP Connection Administrator" which can manage 'Citrix', 'rdesktop' and 'XDMCP' connections.
After taking a short overview, I decided to update to etch. This was a kind tricky, cause packages did need to update in correct order to save the HP packages. Due the switch from Xfree to xorg with etch, the graphical frontend for configuring the X server didn't work anymore, but in my environment this is no issue.
So now I'm really happy with a HP Thin Client and bleeding edge software on it, for xdmcp use. ;)