Okay, here's some clarification for you:
Darwin is the underlying system that drives Mac OS X, and while it is open source and available as a separate package, you really don't have to think about it as it is already part of your Mac OS X system.
XFree86 is a graphical-client-server that enables you to run apps in a GUI environment. It has the ability to 'pipe' its interface over a network, so if you run an X-windows app on a server, you can make it appear on your machine as the client.
Window Managers go on top of Xfree86 to provide you with effective control and a consistent "look and feel". A WM is responsible for providing the window-frames, the tools to handle them (such as minimising, roll-up, etc) and in some cases a full interface such as Gnome or KDE. On Mac OS X, you are likely to use the OroborosX WM because it imitates the look-and-feel of Mac OS X, and will wun seemlessly on the aqua desktop.
YOU DO NOT NEED TO GET RID OF AQUA in order to run X-Windows. You can run X-windows in its own environment (giving the impression of switching between Aqua and an X-Windows desktop) or you can run it right on top of Aqua. I myself use Gnome running right on top of Aqua. I have a Gnome menu-bar sitting just beneath the Apple menu, and can call up X-Windows programs right on my desktop, alongside Aqua programs such as office.
Finally, Fink is a very popular program for installing X-windows software ... it will make it all a whole lot easier, though you'll want a fast net connection or it'll take a while to download packages.
Alternatively, you can install XFree86, OroborosX and XDarwin from their install programs, which is ideal if all you really want to do is run a few remote X-windows apps. If you want more though, such as Gimp or Gnome, go with Fink.