Remote desktop for Vista (and if you download the update for XP) has a great feature, it allows you to save the username/password combination so you don't have to type it in all the time. When I put the update for XP on, I was doing work for one of the large banks in the country and worried about what happens if they steal my laptop. If they can get in, they just need to open remote desktop to access various systems :(
Well Windows Server 2008 finally fixes this, but enforcing a rule which denies saved passwords. Meaning if you save or not, you have to retype.
Another great feature in 2008 is the ability to secure the remote desktop to use network level authentication, which means it is even more secure than normal. With the only requirement on the client being you have to run Vista.