VNC over RDP
If you use Windows XP a bunch you have probably heard of Remote Desktop (Connection). This is Microsoft’s implementation of remote control software, they have built in right into the Windows Operating System. Microsoft has implemented the Remote Desktop Protocol by utilizing their Terminal Services within the OS. What this means is that when a remote connection is established a new user session is created. 
This is pretty much how the Fast User Switching Feature of Windows XP works as well. Although it may seem handy to have a separate session to run programs and such, it means that you must open and close your commonly used programs (even those you like to keep running all the time) each time you connect. There is also the issue with license and Microsoft Windows. The EULA for Microsoft Windows includes a clause that states something about only being able to use one session at a time. There is actually a limit in the Remote Desktop software that will Log off the current user (actually in front of the computer) if a remote user connects.
VNC — which stands for Virtual Network Computing — is a technology similar to Microsoft’s Remote Desktop. VNC was originally developed by AT&T but is now open source. This solution allows the you to view the screen and control the keyboard/mouse input remotely as well. 
Modern implementations of VNC use hooks to capture the video that is displayed on the screen, this data is then compressed and sent out on the network to the attached client. This means that whatever is on the screen is shown to you remotely, none of this logging off users and creating new sessions. So if I have a program I run all day and like to check on the status of it, I can log in to my computer using VNC from anywhere, and check on it, without shutting down or restarting the program.
My current VNC flavour of choice is UltraVNC. UltraVNC gives me a stable remote desktop connection with a bunch of added features: optional encryption, file transfer, chat, connection optimization (compression/speed) and more. UltraVNC is currently at version 1.0.0. It is one fine piece of software. There are a couple of other cool add-ons that can work with UltraVNC too: NAT-to-NAT, Repeater, and SingleClick.
I have played around with SingleClick (SC) which allows me to provide online technical support to those who I have distributed the software (the image thumbnail shows how this tech support software looks). You can read more about the others on the UltraVNC website. An added bonus from UltraVNC is the fact that the user authentication system can be integrated into Windows such that you can use the Windows users and passwords for authentication… smooth!
The one thing that UltraVNC doesn’t provide that Windows XP’s Remote Desktop does, is remote audio. I find this to be an almost useless feature anyway. I don’t really see the lack of this feature as a detriment to the UltraVNC product.
I’ve trialled products like Radmin and PcAnywhere but was unsatisfied. I think UltraVNC is the best solution for your money… oh did I mention that it’s completely FREE? I love open source freeware!