A. There's a Microsoft blog entry that gives details on all the features available with various RDP clients on different OSs. It also shows the features available when connecting to Windows Server 2008 R2 and Windows 7 systems from a security and experience perspective.
The entry shows that the RDC 7.0 client on Windows 7, Windows Vista SP1, and Windows XP SP3 gives the most features. These features include Windows Media Player redirection, bidirectional audio, and multi-monitor support. As you'd expect, the best and highest fidelity experience is connecting from Windows 7.