Sometimes you have to work in Windows. But filesystems in Windows is far from Linux versions and their permission model. That could be a problem sometimes. In this case, you can use VM or WSL.

X-Servers for Windows:

XMANAGER - too expensive;
Cygwin/X - failed to run a remote app;
Xming X Server for Windows - all icons in the taskbar have the icon of XServer;
MobaXterm - all icons in the taskbar are the same as the first app you’ve launched and stack together, but it sets up all you need and has a remote terminal.
VcXsrv Windows X Server - works perfect for me.

Tuning

Generic

Add into ~/.bashrc:

export DISPLAY=:0.0

export DISPLAY=localhost:10.0

HiDPI

If you have HiDPI screen you need to tune both local Windows and remote Linux.

For Windows you should open “Properties” of shortcut to X-server -> “Compatibility” -> “Change high DPI settings” -> “Scaling performed by:” “Application”.

For Linux add into ~/.bashrc:

export GDK_SCALE=2 > /dev/null 2>&1

Apps

Tilix

IMHO if you are unable to use OS X and iTerm, Tilix is the best option.

Installation:

add-apt-repository ppa:webupd8team/terminix  # optionally if you want latest releases

apt install tilix dbus-x11 libsecret-1-0

I’ve also created a shortcut with settings for X-server configuration. To have proper scaling for HiDPI monitors you should run command GDK_SCALE=2 tilix

Sublime Text and Merge

Sublime Text depends on only one package.

# Ubuntu 18.04
apt install libgtk2.0-0

# Ubuntu 20.04
apt install libgtk-3-0

Sublime itself:

wget -qO - https://download.sublimetext.com/sublimehq-pub.gpg | apt-key add -
apt-get install apt-transport-https
echo "deb https://download.sublimetext.com/ apt/stable/" | tee /etc/apt/sources.list.d/sublime-text.list
apt-get update
apt-get install sublime-text sublime-merge

Windows & X11