In my work I use Remote Desktop all the time for a lot of different purposes. I connect to client production and staging servers, to development and proof of concept VPC's, to local servers and machines and even localhost. So it is a big part of my working day.

I have summed up a few tips for the daily use of remote desktop, that will make things easier and solve common problems:

1.  When you get the "Terminal server has exceeded the maximum number of allowed connections" and you can't connect to the machine in the normal way, it is normally still possible to connect to the console session of the machine: Open a command prompt and enter the following, inserting the relevant servername or ip adress where indicated:

mstsc /v:<server> /console

Use this connection to disconnect the running sessions, and then log off and connect in the normal way, to prevent problems with accessing the machine locally. More information. 

2. You can Remote Desktop to localhost. Its very usefull when testing stuff on a machine with different users. I do this all the time.

3. Remote desktop to Virtual machines, which gives a much better interaction with the machine than the VMRC ActiveX control in IE when using Virtual Server 2005.

4. Pressing CTRL+ALT+END brings up the Windows Security dialog box as a replacement to CTRL+ALT+DELETE.

5. CTRL+ALT+PAUSE switches between full screen and windowed mode, which is very usefull when running remote desktop from a remote desktop, and you need to switch between machines.

6. If your not running Vista, get the Remote Desktop update with support for multiple monitors, 32-bit color, font smoothing and higher resolutions: http://support.microsoft.com/kb/925876

7. When using Remote Desktop over the internet se the color depth to 16bit if your experiencing lag - it really helps a great deal.

8. When using multiple monitors you might have experienced that dragging a windowed remote desktop to another monitor and then resizing it to full screen doesn't resize the client desktop size. Therefore you should drag the windowed session to the desired monitor, and then close it. Set the properties for the connection to full screen, and start a new connection. This will start a remote desktop in the right size for your monitor.