Hi Tristan,
I succeeded by setting the x2go settings to a small custom-sized window. Afterwards I ajusted the window size with the mouse to fit as many monitors as I liked.
The Problem I'm running into now is that the Unity-2d Side-Bar of the Host system is always on top and hides some terminal content. But I am able to use 1 Monitor locally while working on 3 moitors remotely. :-)
To finish the job I have to read more about compiz. I'll have to remove the window decorators and automatically resize the x2go window when it is started.
Thanks for the help, Thomas
P.S. Doku for other Ubuntu users CCSM > Window Management > Window Rules http://wiki.compiz.org/WindowMatching