I love remote desktop, I really do. It's lightweight, it's rather secure, and it just plain works. It's one of the few things that Microsoft really got right. The only problem with it is the issue of keyboard shortcuts.
I'm not a mouse guy. I hate taking my hands off the keyboard. Things like Alt+Tab to switch between programs keeps me from going insane. The only problem is, where does RDP draw the line between commands you are trying to send to the computer you are at, and the computer that you are connected to remotely? Simple, just use a different set of shortcuts.
Here's a list of combinations that I've collected over time. Listed first is the normal shortcut, followed by the RDP equivalent.
Switches between programs from left to right.
Switches between programs from right to left.
Cycles through the programs in the order they were started.
Displays the Start menu.
Displays the Task Manager or Windows Security dialog box
CTRL+ALT+PLUS (+) symbol on the numeric keypad
Places a snapshot of the entire Remote Desktop session window on the clipboard.
CTRL+ALT+MINUS (-) Symbol on the numeric keypad
Places a snapshot of the active window in the remote session on the clipboard.
And, as an added bonus, you can move your RDP session window from Full Screen to Windowed mode with CTRL+ESC.