For a while now, I've been using Windows Live Mesh to connect to my home PC's from remote locations. This method was really simple and didn't require any firewall changes on my router. Unfortunately SkyDrive, Live Mesh's successor, does not include this feature so I'll need to use RDP or another service such as LogMeIn.com. LogMeIn is a great service, so I'd recommend using this (even MS is recommending it!)
But for those of you that prefer/need to use RDP, here's a few tips for increasing security: