Add a Shortcut
But why open a terminal every time you want a window to be killed? That isn't very convenient indeed, so here's a tip for you. You can define a keyboard shortcut that will allow you to call for “xkill” in any situation. To do this you simply go to the “System Settings”, choose the “Keyboard” section and then add your desired shortcuts from the “Custom Shortcuts” category.
By clicking on the newly added shortcut, you can enter your preferred key sequence. I suggest that you use “Ctrl+Alt+k” as it is generally not taken by anything else while it sufficiently refers to its functionality. Now every time you press this sequence, your mouse cursor will be transformed into a killer “x” and you'll only have to click on the nasty window to remove it.