John Hansen published this nice utility which allows monitoring the NXT display on the PC via USB (fast refresh) or bluetooth (slow refresh). You can configure the refresh rate and enable or disable polling. You can also set the scale from 1x to 4x. This is a standalone version of the NXT Screen tool built into BricxCC. You can download this utility here.

A second program (nextscreen2.exe) in the same archive displays the NXT screen on top of an image of the whole NXT, very useful for classroom presentations. The above image is part of the screen. Another cool feature is that pressing the NXT buttons on the PC (with the mouse) perform the same operation on the NXT itself, so you can easily show how to operate the NXT menus etc. in classroom. 

Update: Both versions now support saving .jpg and .png screenshots to your PC.