Haha :) I keep going back to X over SSH.
Out of VNC, RDP and NX, VNC is the lame duck.
Out of RDP & NX, both require extra software but RDP is more widely re-usable (virtual box, windows etc).
The bandwidth requirements aren't the problem with X these days - a 3G connection at under 1Mbps real world is fine for reasonable display sizes, it's the round trip latency is the killer. It's such a chatty protocol, but on a LAN / WiFi it's fine and works out of the box with... scratch that, you need to install XQuartz separately since Mountain Lion. I almost forgot about that.