Remmina is the remote desktop client in Ubuntu. It worked great under 11.10 but I'm seeing the following problems in 12.04:
A: No Clipboard support
B: Prompts to accept the remoted machine's certificate each time you connect.
C: Windowed remote sessions are not displayed correctly.
Problem A should (we hope) get rectified in the repos soon, as there is a fix already but if you can't wait, you can install Jean-Louis Dupond's PPA and get an updated version from him. Edit 6/8/12 This fix has hit the repos. Your standard Ubuntu update should fix it.
B: can be rectified by modifying your individual connections. Select a connection, right click and choose edit. On the advanced tab, for security, you can choose TLS or RDP. Save and be done. you can click the Default button to set the defaults as currently show.
FYI You should use TLS in every case, unless the remoted machine does not support it, as TLS is encrypted, and RDP is not.
C: This is hard to explain, but when you start a remote connection, the remote desktop is not alligned correctly within the Remmina window. Clicking the "resize window to fit remote resolution" button (the first on the left) will fix this., and there is a bug report here. Not super critical, but annoying nonetheless.
These 3 problems are really disappointing, as they were all introduced in Ubuntu 12.04. Remmina had none of these issues in 11.10. As of right now there is no fully functional RDP client in Ubuntu, and I feel RDP support is really important if you are trying to convince people to switch from windows. Too bad.