I switched to VNC over remote desktop a few weeks ago as the RD connection kept playing havok with my dual screen setup on the remote target. VNC seems fine and I really like the way that I can be logged in on the remote machine locally as well as remotely. One thing that has bugged me is that it doesn't seem to save my password. I've got it sorted now but it was a bit of an accident!
Originally I had a UltraVNC client shortcut on my desktop, that is a link to the main client application. When you run that you get a little popup window that lets you pick from a past profile and at the bottom is a tickbox that says "Save connection settings as default". I was doing that and then clicking the Connect button. At that point it prompts for the password. I'd put that in and then the connection would finish loading. I would of expected that next time I run it the password would of been saved but that was not the case.
I did notice that the client login box only seems to let you use a maximum of 7 characters. You can type a longer password into the admin application but the client just truncates it. It still lets you log in with the truncated version.
So how did I get it to save the password? Easy, I got rid of that link. What you do is, log into the remote system using the VNC client as you normally would. Don't use full screen mode. Single left click on the top left VNC application icon. The little green eye next to the title of your server in the title bar. Apart from the usual window controls you also have a bunch of VNC specific things. Near the bottom is "Save connection info as". Do that and save the file to your desktop. That's it, now when you want to connect to that server again just run the link you made instead of the actual VNC client shortcut. It will skip the VNC popup window as well as the password request, it will just take you straight to the server.
Hope this helps someone else, I spent a month manually logging in several times a day so I know how annoying it can be