Citrix XenDesktop is a great product. My experience is with the 5.x version, and have been introduced to XD7 which looks awesome and I cannot wait to have it running in production for the new features it offers.
XD5 works well, take a VM and install the Citrix virtual desktop agent, and then add the machine to your Director server through the Desktop Studio console. Assign an user to the machine and they are able to access (Yes, I am leaving out a bunch of steps such as setting up the web interface for remote logins but this review is for XenDesktop and not the related stuff).
Performance is exceptional even across low bandwidth connections. The connection is secure, and you have options to block USB drives and even the clipboard if you want to restrict users.