I had the precise same question as you a few years ago. After spending a few months researching, I've found that Windows knows how to connect to itself better than anyone else. Also, if the refresh speed is all that bad, I would suggest using the 56k connection speed quick setting.
As for TightVNC server and uVNC viewer - I did it on two separate configurations with the same expectations as you. Much to my regret, I wasted the better part of a weekend to find no noticable improvement. Also, using TightVNC showed no improvement. So, that rules those options out.
The best setting you can use on an VNC server/viewer would simply be to lower the resolution, color, and other unwanted GUI features. I can't be specific being each VNC is different in how it projects your server's screen.
Also, SSH is the way to go concerning speed and security. VPN uses more bandwidth (should that ever become a concern). However, Windows wasn't made to coexist with SSH and I'm not sure if CYGWIN follows the same exact protocols that are desired for SSH. Not to say that I am confirming or denying that, either.
So, what's the answer?!?!
As far as stability goes, Windows RDP wins. Best third party VNC would be RealVNC Enterprise. It is extremely stable and has an arsenal of prefrence settings to tweak your screen refresh.
Can't afford the versions that come with RDP enabled?
Vista:
1. Download termsrv.zip here
2. Extract Termsrv.zip to a temp directory
3. Start Command Prompt in Administrator mode (Run As Administrator)
4. Run the corresponding batch file for your Vista edition
5. Allow TCP Port 3389 on Windows Firewall or any other firewall product.
6. Done
XP:
1. Just visit the link and read. Lots and lots of steps involved
Now, I've done my best to give you this info. I do hope I don't get the same generic reply you've given everyone else. I have one question for you too, and I'd appreciate it if you'd take a few seconds to answer it.
What are you doing when you connect that is so intensive on the refresh rate?