I've used rdesktop in the past. Is there something better?
Try rdesktop. A typical command looks like this
rdesktop 192.168.1.23 -k de -g 1500x1150 -r disk:mydisk=/home/soma
-k de............................ set keyboard layout -g 1500x1........................ set resolution of the rdesktop window -r disk:mydisk=/home/soma.........share your home directory with the remote machine
KRDC, which comes as part of Kubuntu, allows better control of the appearance of the remote window than just using rdesktop or tsclient. In particular, it allows a full screen view that you can minimise, unlike the other two, which (as far as I can tell) require you to log out to return to your Ubuntu session if you are using full screen.
Have you tried TeamViewer?
Although TightVNC 2 does not have a Linux version, you can still get the old version (1.3.10) here.
I have used TightVNC before and it is quite fast. (Of course, I do it the other way around - I log into my Ubuntu box from Windows.)
'rdesktop' seems to work pretty well in general. If you miss ClearType fonts (like I do), then this might solve your problem:
If you have control over the server side, I suggest installing and using Real VNC - http://www.realvnc.com/