If you set up a linux server you can set up a VNC server and connect with a VNC client, this will give you full graphical interface access as if you are sitting in front of the machine. There's simpler methods to connect through a virtual command line terminal.
If you use Windows 2k/XP you can connect through a terminal server session. This will give you full remote access as if you are there and it is much more secure than the remote desktop.
You can also connect to a windows 2k/xp machine through a command line terminal. See this for more details.
How to remotely control your server
Note: if you install PsExec, some virus and ad removal software will flag it as a trojen even though it is not a trojen. The reason why is documented on the PsExec website.