^+1, even for simple office application work remote desktop can be a pain. For games, I believe it would be close to unplayable, would be like playing at 2-4 FPS I guess. If you want to test, you can always try to watch a video (MediaPlayer) through remote desktop and see what it does.
Another thing you have to consider it that remote desktop will "eat" the same bandwidth WoW is trying to use, making your latency (ping) even higher.
I was wondering about this as well i was wonder if there is a way to stream you computer monitor as a video stream. Sorta like if you put a web camera in fount of the monitor to see what is on the screen. Do you know of any programs that will do this? I would be using a LAN connection.
Remote desktop was never designed to be used this way you can't even steam a video clip over LAN with out very noticeable jurkyness so i don't think the speed of the connection is going to help