Microsoft has released an update for the Remote Desktop Clientfor Windows XP SP2 and 2003 Server systems. This update has several enhancements, including security, visual improvements, and resource redirection.
The most beneficial features for me are the ability to view my remote Vista machine at a high resolution (including multi-monitor) at 32bit color, and the speed improvements. Using this new client, I was able to connect to my Vista desktop from my XP tablet over WiFi, and the experience was almost identical to being local on the Vista machine. Much snappier and more usable than the default XP client.
I have not tried it over WAN yet, but I suspect the UX will be great there as well.
So, if you spend a lot of any time using remote desktop connections to a Vista box, make sure to download this free update.