It's usually worth trying to ssh into the machine when X locks up (if you don't want to just reboot). Depending on what caused the problem, this will often still work even when it's unresponsive locally.
Further information about how and what to trigger things with the Magic-Sysrq-Key is documented in $KERNEL/Documentation/sysrq.txt, which you can access for example in Linus' GIT tree at...
http://git.kernel.org/?p=linux/kernel/git/torvalds/linux-2.6...
One very useful function, for example, is to force a hard reboot when ssh'ed into a server:
echo b >/proc/sysrq-trigger
most easy way of remembering is : BUSIER, only backwards.
IIRC the kernel needs to be compiled with the magic sysreq keys enabled, so if this doesn't work for you you will likely need to rebuild your kernel. Or grow a couple extra digits.
This can be handy, no doubt. I have a monitor that flips out blinking if you knock the cord, which my cat has seen fit to do a couple of times.
Don't forget the mnemonic - Raising Elephants Is So Utterly Boring.
There are a couple of variations:
REISUO will shutdown rather than reboot.
Some prefer RSEIUB, syncing earlier in the process - aka Rasing Skinny Elephants Is Unusually Bland. You may wish to throw another Sync in there to make RSEISUB.