We've released the Remote Desktop Client (RDP) 6.0 this week. There are some new features like:
- Network Level Authentication
- Server Authentication
- TS Gateway support
- Multiple monitor spanning
Have a look at the KB925876 article for explanation of the new features and you can download the different versions from there too.
This version has first been introduced with Windows Vista and Longhorn Server. I think with one of the nicest features additions is the TS Gateway support which is a way of doing RDP over HTTPS. The TSGateway functionality is part of the Terminal Services of Longhorn.