X.org X11 Server Release 6.8
kormoc writes "The developers of X.org have just release the long-desired version 6.8.0. This release brings real translucency and allows one to set values on different windows. Also, nifty drop shadows as well as XDamage, an extention that limits redrawing of windows to only the areas that were damaged. The Xcomposite extention is still not stable, but it works well for some people. Why not give it a shot?"
There's also the overhead of X's network transparency: all communication between client and server is network traffic rather than the simpler, less-flexible system that Windows uses. The X protocol is also fairly verbose.