Another little useful XP thing I find gone in Vista is the ability of the terminal services client (mstsc) to save credentials (user/pass) to the RDP file. In particular, in the RDP file the “password:” entry would be written hashed (presumably with something about the machine as the salt, since it doesn’t work on other machines, but I’ve never dug into it)
Where you used to have a username and password set of text boxes (and could then save these to the RDP file), you now just get a notification that you will be prompted. Tellingly, the size of the “Logon settings” group box is the same, so you have a big empty gray area to remind you of the functionality lost.
It’s worth noting that the client still respects the RDP files written by earlier clients, though, so if you can get that password: entry written by something other mechanism (*cough*) then you’ll still be fine.
This is one of those places that highlight that usability and security exist on opposite sides of a gradient. Will security be a bit better now that the common user won’t be able to save their credentials to RDP files? Probably, but now the client’s a little less usable for many people. C’est la vie.