If you really find VNC to be too slow, try TightVNC
. It uses transparent compression algorithms... Just like VNC there are both Windows and Linux client versions. The speed increase when moving to TightVNC is not extremely noticable, however.
The other option is to go with a Windows X Server, like Hummingbird Exceed
. It is commercial software, and moderately expensive for personal use. Setting up a Windows X server would mean that most of the drawing would be handled by your local machine instead of being encoded and transmitted over the network (as in a Windows Remote Desktop or VNC -like solution).
Personally I'd take VNC over the Windows X Server anyday, unless I had scads of users connecting to the server this way.