I don't know of any services that need to running on the client (unless they're application dependencies), but for the server, this KB article explains how to enable remote connections to SQL Server: http://support.microsoft.com/kb/914277.
By default, SQL Express is configured to only allow local connections. The gist of the article is: use the Surface Area Configuration tool to tell the SQL service to listen on tcp/ip and/or named pipes; then enable the SQL Browser service (or don't, and use a specific port in your client connection); and finally, poke a hole in your firewall. Anecdotally, I think most people have the most trouble with the firewall exceptions.
I think the RPC Locator service is more of a general windows service for handling COM calls, so I'm not sure it's fair to characterize it as a SQL-specific requirement; your app may require it to connect, but I don't know that every app would (e.g. Mitchel says that his installation works fine w/out it).