Another solution is to use a graphical login manage (xdm, gdm, kdm) instead of manually starting X from the commandline.
This way, if they kill the X server, the login manager restarts instead of dropping them to a live shell.
Even if you kill CTRL+ALT+Backspace, they can still CTRL+ALT+F1, hit CTRL+C to kill startx, and have access to your live login shell.
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