If you can't stand the xterm that automatically starts when you open Apple's X11 for the first time (it bothers me because I use Apple's Terminal exclusively), take a look in /etc -> X11 -> xinit -> xinitrc. You'll need to use sudo to edit this file. Just remove the lines that read as follows:
# start some nice programs
xterm &
If you want to re-enable this functionality on a per-user basis, instead of as a global default, add xterm & (or some other terminal application) to the user's .xinitrc file..
Mac OS X Hints
http://hints.macworld.com/article.php?story=20050118155233802