Pros:
- The client is included with every version of Windows shipped, is available for iOS and Mac as well.
- The client is incredibly versatile, and allows for use of a server/computer like you are sitting in front of it.
Cons:
- The server is only active on certain versions of Windows.
- Bandwidth may affect the UE.
- Remote access from another network requires port forwarding or VPN access.
RDP provides a secure connection to your remote machine, and is included in Windows without any additional licensing cost (limited to a certain number of machines however).