I have no experience with running my own server and I'm wondering if there is any online resource that you recommend so that I can learn everything I need to do to admin my own Windows 2008 dedicated server.
I would be running SQL server on the same server as well.
I've searched, but couldn't find guides for windows. Only for *nix based servers.
Maybe that's a hint?:-)
Some hosting providers like SoftLayer give you a Private Net, so you can VPN into the Private Net and RDP from there (without opening up the port to the public facing IP). This makes sense if you have an office, or a # of employees.
A cheap and easy solution is Hamachi (which creates a VPN between machines). You install Hamachi on your server and your trusted machines (your desktop, whatever else) and now you can RDP using the Hamachi IP.
You can allow allow file & printer services in Windows Firewall for your Hamachi or hosting provider supplied network, and get to your files that way (easier than FTP).
LogMeIn is nice too, but you lose all the other things you can do with a real virtual network. I used to use Radmin (radmin.com), which was nice - but I prefer the virtual networks approach.
Or try http://www.experts-exchange.com/ I've never signed up for this but I see them come up a lot in search results.
For a while there was a hack where you could piece together your answers by browsing the source (they just had some JS to hide it unless regisered). Now I think they browser-agent sniff to get their content indexed by google but put it behind a paywall for humans.
Bottom line: they're they crappy version of a site like StackOverflow.com. Check out SO, before experts-exchange.
Also of some amusement is that their website was (for a while) expertsexchange.com, without the hyphen (get it -- ExpertSexChange.com ;) ).