For connecting to the Microsoft Corporate Network over VPN, we use connection manager and SmartCards. I've got two PCMCIA smartcard readers, one for each laptop, made by GemPlus. One is the standard GemPlus PC reader, and the other is a GemPlus 400 model. There have been reports by some people internally that it is possible (albeit with some playing) to get the 400 model to be recognised through using the XP drivers available from www.gemplus.com - however, for me, no matter how much attempting to force installation, I still end up with the yellow exclamation mark in hardware manager. This obviously makes it very difficult to connect from home back to CorpNet. However, after a bit of digging around over the weekend, I remembered that when joining Microsoft just under a year ago, they gave me a "temporary" USB smartcard reader, the GemPC USB-SL. Once I dug that out, blew away the cobwebs (it was in a dark corner) and plugged it in, it was recognised perfectly. I'm back on CorpNet :-)
Another good solution (requires drivers however) is the Aladin eToken solution (a USB-pin with certificate).