RDP opens a remote session, it's not the same as sharing. It actual creates a new user session and redirects the video output.
I use TeamViewer personal edition to be able to access my computers from either at home or away. It's free and really convenient. Yesterday I was in San Diego and my mother-in-law couldn't figure out how to get a movie going for the kids. I used TeamViewer on my Android phone, logged into the HTPC, and got the movie playing in XBMC.
Not always -- my main use of RDP is to remotely access the primary session on my workstation. Microsoft also provides "Windows Remote Assistance" which is a mechanism for generating a code that you send to someone else, allowing them to connect to and view (and optionally control) your primary session while you're still using it.
I use TeamViewer personal edition to be able to access my computers from either at home or away. It's free and really convenient. Yesterday I was in San Diego and my mother-in-law couldn't figure out how to get a movie going for the kids. I used TeamViewer on my Android phone, logged into the HTPC, and got the movie playing in XBMC.