There's an interesting video on Port 25 about Windows Server Core, an installation of Windows Server 2003 which does away with the GUI and allows the bare minimum to be installed to serve basic functions. Headless servers are something the Linux world has had for a long time, and are often seen to provide an easier administrative and security burden due to the ability to choose precisely what is installed.
Actually (as the video explains), this isn't quite headless, and we don't lose all of the GUI code. Due to the way Windows is architected programs still require the ability to pass and process windowing messages, and this in turn requires the GDI. But it should offer an attractive option to those who complain Windows comes with too much unnecessary fluff that causes headaches in administration and security.
I also think it's way past time for someone to spruce up the console window - the default 80-char wide thing that's graced our screens since Windows 95 is looking decidedly long in the tooth, particularly now Powershell has given the platform a real CLI to work with. Also I believe including an SSH server with Windows would help establish credibility among those used to administrating their server in this fashion...the argument up until now has been that Remote Desktop provides all that functionality, but now a non-GUI server has been provided there's a case to be made for a non-GUI access method.