>Not quite true. I'm impressed with Remote Desktop Gateway, which is basically implemented as a site on IIS. This lets remote RDP clients tunnel to the host using SSL. It's supported directly in the Windows RDP client. You can set it up to have the same user name/password for RD Gateway as for a user's RDS session, so it's in effect single sign-on. If a remote user chooses to save credentials, they can access an RDS desktop session just by double-clicking on a .rdp file.
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>I'd consider using IIS as a front-end to be public Internet-grade, from a security POV comparable to typical VPN servers.
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>I don't know if typical non-Windows RDP clients have support for RD Gateway.

I'm using Remmina client on Ubuntu for several years now. It had its glitches in the beginning, the toolbar wouldn't pop up exactly each time I'd want it, clipboard synchronization didn't always work etc, but since about two years ago it's come to the point that I have to set up special color schemes on each machine I visit, so I'd know I'm not at home :). It just works.

And whether it's a straight RDP or SSL tunelling - I wouldn't know now. It's something that's set up early on and forgotten.