to me, there is quite a bit of difference between VNC and FreeNX.
in my work i am responsible for remotely admin'ing machines from great distances over high-latency satellite connections. FreeNX performs exponentially better than VNC in these environments.
if you are using regular, urban-grade bandwidth, you may notice a difference, too, but VNC seems to work ok if you have the bandwidth.
as for connecting to a remote machine and using VNC, i strongly recommend config'ing it to work over an SSH connection.
http://www.uk.research.att.com/archive/vnc/sshvnc.html
cheers.
