Logmein (LMI) is easier to set up, with ignition it is a breeze to log into multiple machines. That said, RDP is fairly easy to set up, fast with a desktop icon.
SBS remote log in is slow to get into. You have to log into the site, go over to the machine. It's slower than LMI through their site.
Google how to change your RDP port number. It helps to have a static IP address but some don't change all that often. Instead of just putting the IP address in the RDP console, you append it with a colon ( xx.yyy.xxx.zzz:1234). Boom, you can log right into that machine more securely.
It does require editing your registry, but its not that hard.
I use both RDP and LMI ignition.