Remote Desktop is a fantastic way of using a remote Window machine. The biggest problem with it is using Visual Studio on a Windows 2003 machine. For some reason, probably something to do with clashes with the console session, Visual Studio runs very slowly. The workaround is to use the /console flag when starting remote desktop, this works like XP and takes over the machines desktop console session rather than creating a new "background" session. However, the problem here is that it seems almost impossible to ask the machine to restart or shutdown. The only way I’ve found of doing this is to issue shutdown -i from another machine (could be your remote desktop client) and make sure you don’t have "warn users" checked, that seems to do the trick.
[Edit] To use console mode when using a Mac as the the Remote Desktop client you must hold Apple Key down whilst pressing connect