RDP at least is probably vastly more efficient as it doesn't encode the entire screen as a video every frame. This is what gives it the flexibility to have the remote display resolution and DPI be independent of the local settings, for one. It's actually quite sophisticated, unlike VNC and its ilk, but it isn't optimized for gaming.
Not true anymore. RDP encodes the entire desktop as it is more efficient than relaying the draw commands. You will notice compression artifacts on a poor network connection as RDP reduces the bitrate to compensate.
