I read in a dutch linux magazine a tip about opening a nested X-session whilst working in your main X-session with the purpose of e.g. previewing how an other desktop environment (such as XFCE or LXDE) would look like when you are using KDE4 in your main X-session.
In Pardus a nested X-server is available when you install the pisi package
xorg-server-xephyrWhen you enter the following code (assuming that you have GDM installed as Display Manager):
gdmflexiserver -n
you get a window with the login screen where you can choose which session type you would like to start.
The screenshot is taken under Pardus using LXDE, in the second screenshot I have logged into a KDE4 desktop environment (as an example).
You can login in the nested X-session with the same account as in which you are already logged in in your main X-session if you want to, you can also log in with different accounts.
Of course you can also preview things with virtualisation software however the advantage of a nested X-session is that you do not have to install the entire operating system on a virtual disk.
Perhaps other people have been aware of this option (nested X-sessions) for ages, but I did not know about it untill I read the magazine

==============http://www.freedesktop.org/wiki/Software/Xephyr ==========
Xephyr is a kdrive based X Server which targets a window on a host X Server as its framebuffer. Unlike Xnest it supports modern X extensions ( even if host server doesn't ) such as Composite, Damage, randr etc (no GLX support now). It uses SHM Images and shadow framebuffer updates to provide good performance. It also has a visual debugging mode for observing screen updates.
Possible uses include;
Xnest replacement - Window manager, Composite 'gadget', etc development tool.
Toolkit debugging - rendundant toolkit paints can be observered easily via the debugging mode.
X Server internals development - develop without the need for an extra machine / display.
Multiterminal with Xephyr - configuration is a single computer which supports multiple users at the same time