i know pcAnywhere, but i have never used terminal services. from my experiences PCA is great. it beats winXP remote desktop by a longshot. you do not need to log off or switch users to access a remote client with PCA and you can transfer files, clipboard, switch user accounts during a session, and everything else with PCA.
you do not need a server to run PCA and the management and security with PCA is great. plus PCA is so sneaky when a host connects to the remote client they have no warning. so you can mess with their mouse and keyboard or download porn to their computer and they will think their computer has a virus heh, heh
if you need help setting up pcAnywhere let me know