Does OS X still include GCC, or have they - like FBSD 10 completely deprecated it in favor of LLVM/Clang?
Well, I'm not sure more recent versions of OS X "include" a compiler in the sense that you have the compiler available on the machine as delivered, but, in Mavericks, if you try to run a developer command-line tool, it pops up a window asking if you want to install Xcode or just the command-line developer tools. As of the current version of Xcode (5), they have nothing using GCC's front end, just clang. Xcode 4.2 through 4.6.x included only llvm-gcc (GCC front end, LLVM back end) and clang.
Also, does OS-X include X at all
As of Mountain Lion, no, although if, for example, you try to run xterm from the command line, it pops up a window telling you that you need to install X and offering to open up the Xquartz Web site to download and install it.
I thought that one advantage that they'd have is that they wouldn't be undergoing the X => Wayland/Mir transition?
If you mean an advantage of not basing their GUI on X (it isn't, in fact, based on X; the X server runs on top of the native GUI), yes, that would be an advantage.
I also thought it would have something to just provide terminal & unix shell services if needed.
Presumably something other than a terminal emulator window (which is provided with Terminal.app). You can ssh in if you've enabled it, and, at least on some versions of OS X, you can log in at the login screen with a user name of ">console", at which point it shuts down the window system and puts you at a getty prompt on the system console. No virtual terminals, however.
Incidentally, which shell does OS X come w/?
Shells, plural - bash, tcsh, ksh (starting in, I think, Tiger), zsh. I think bash is the default; it might have been tcsh in earlier releases.