WinVNC vs Remote Desktop
An alternative for VNC is Remote Administrator (http://www.radmin.com). It works faster, much more reliable and it's quite cheap.
But VNC (or other tools like it) are good when you need to work in the cosole session, not a new one. For example, my home jukebox PC which plays music and DivX movies cannot be controlled by Terminal Server, because I need tobe in the same session that is displayed in the TV screen.
Correction: If I don't care about sessions - of course it is much better to use Terminal Services.
You might take a look at TightVNC at http://sourceforge.net/projects/vnc-tight . It features reduced data transmission (partially through better compression). We've had good luck with it.
that's what we use; it's marginally faster than VNC if you're willing to accept JPG artifacts, but still nowhere near as fast as terminal services.
Why all the VNC bashing? It's meant to be portable, so they took the path of least resistance and just push pixels across the network. If they wanted performance similar to Terminal Services, they'd have to implement practically all of GDI *and* X11 and whatever other window systems they wanted to remote... If you are stuck on Windows use Terminal Services, otherwise VNC...
Another benefit of TightVNC (main site: http://www.tightvnc.com/ ): It transmits shift-arrow just fine (as well as mousewheel and other special input situations not handled by the "stock" VNC client and server).
Faster than TightVNC, at least on my servers, is to use SSH compression:
Oh, I should mention my crude method of testing VNC speed:
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