I just spent 40 minutes crafting a nice reply for you and lost it when I clicked submit. Stupid forum. Anyhow, I'll write something up again a bit later. Quick notes until I get a chance to edit this:
1. RDP flexible, but WinUAE most likely uses frame buffer to draw screens, which gives RDP very little room for optimization. Mouse capturing by WinUAE will be a problem as well. VNC would have similar problems, but it may be a better choice for WinUAE. Testing to confirm.
2. Upstream bandwidth important, but if using CIFS/SMB, latency contributing factor as well.
3. Connecting to FTP and HTTP sites in Windows Explorer is possible without third-party tools using Web Folders (WebDAV) and FTP Folders (Internet Explorer "Enable FTP folder view" option, as Windows Explorer and Internet Explorer are technically one and the same).
4. Windows uses MTU size of 576 if path MTU discovery is disabled. Can use ping to determine maximum MTU size.
5. Feature-rich, stand-alone, portable WinUAE installation easy to do.