One of the little things I love about Windows Vista is that I'm able to use the RDP client without The Jaggies.
I use Consolas in Visual Studio and elsewhere, and as Jeff pointed out a while back, it's just not built for non-Cleartype environments.
I mostly use RDP on my home WLAN, but even across the Internet, I find the benefits of font smoothing compelling enough to spend the extra bytes on it, even on my dodgy cable connection.
So: Vista Remote Desktop Client for the win!
(as far as I know, it works only to Windows Vista-level RDP servers).