In my presentation on remote access at TechEd, I gave three scenarios:
In the discussion on TS over the Internet, I failed to mention a very important bit. There is no mechanism built into RDP to authenticate the server to the client. This creates an opportunity to conduct a man-in-the-middle attack. Tools now exist to do exactly this.
In Windows Server 2003, you can configure TS to use TLS for server authentication and data encryption. This is extremely important for anyone running TS over the Internet. See KB 895433 for the step-by-step details.