Any X program is already client/server. (Although the client/server orientation may surprise you. X apps
on the remote machine request the X server
in front of you to draw things.)
I run calibre on my home machine and display it at work. You don't need an X server
on your sheevaplug. You need to understand how to remotely access X apps and you need an X server on the machine you want to access them from.
Google turns up this sheeva-specific page. http://computingplugs.com/index.php/Installing_X11
At first glance that page looks like overkill, though.