What version of Windows (XP, Vista, 7) and 32- or 64-bit?
I run x2goclient 3.01-13 on my 64-bit Windows 7 machines and it works "good enough".
However, I am running it on a LAN (ethernet and occasionally wifi). Also, it is not problem-free. Sometimes the mouse pointer disappears and can only be restored by restarting the application. I used to have problems that sounded like you described for windows not repainting, except I could get them to repaint by moving the mouse in front of them. But I have not had the repainting problem for quite a while. Although I did have a new problem show up in the past several weeks, not sure if it is x2go or firefox/flash, but sometimes when switching tabs in firefox, a rectangle of flash painting comes with the switch, obscuring the new tab that I switched to.
I'm also using a fairly old version of x2goserver, since I am running Archlinux and the recent versions of x2goserver have not been built for Archlinux yet. I was looking into installing x2goserver from source, but I was waiting for the suidwrapper issues to settle down a little bit first.
Anyway, several months ago I experimented with different versions of x2goclient on windows, and all of them had problems. 3.01-13 seemed to be the least troublesome, so I have been using that for the last several months. But I'd be willing to try some other versions if it will help to troubleshoot the problems you are seeing.