At least xdm starts *before* the X server.
It's xdm that *starts* the X server.
I've neve gone into details, but that's a question which sometimes comes up in my mind: how does a graphical DM render images on the screen? Does it interface with some drivers, or with an X-server?
In the second case X starts before the DM (and it's then restarted by the DM).
I always answer myself: "it's open-source! You can download the sources, and look how it is implemented". But I don't follow my own suggestion very often :-P