It all comes down to network speed. I've done rdp sessions about 5 deep before it goes to hell, but that's on a gigabit network. I've ssh'd about that deep as well, on a mixed gig and 100mbit network. I've also run a rdp session over a two deep ipsec VPN tunnel, the server was two tunnel hops away. They have a 30/5mbps cable connection at all three locations.