Microsoft has recently released a hotfix to enable font smoothing over remote desktop (RDP).
If your addicted to font smoothing (aka ClearType) you will love this hotfix.
At least service pack 1 is needed in order to install hotfix KB946633 on Windows Server 2003. On the client side you need at least RDC 6.0.
In order for ClearType font smoothing to work it needs to be enabled per computer, on the remote desktop client and the user profile on the terminal server.