Use Character Viewer, available in System Preferences>Language & Text>Input Sources (at least, in Snow Leopard). I have the box to "Show Input Menu In Menu Bar" checked so that I can get at it easily whenever I like. Or, go to Edit>Special Characters to make it visible.
In Character Viewer, select the By Category tab, then go to European Scripts and select Latin. By scrolling down, you'll get to the selections with X. Select the one you want and either drag it into your document or click Insert to put it at the insertion point.
AFAIK, there is no keyboard combo that will do it for X. Caveat: you may have a problem with Word. See
font issue with MS Word 2008, solved For more references, see
this Apple search page.
