We run Windows guests on XenServer hosts, and have looked at the licensing (in the IANAL sense of course). I'm pretty sure they can't do much about it, even by their own EULA, if you're accessing a licensed copy from a licensed client. I figured sticking 20 OEM stickers to the server is a pushing it a bit, so stuck with full retail copies on that end (which has cost advantages as soon as you replace the server)
As soon as you want to access via Linux clients (for example), it all gets a little harder as you need client licenses according to their rules.
That's all for RDP access, there's no mention of other technologies such as VNC as far as I remember (which is basically just moving the screen and keyboard elsewhere so shouldn't be a problem).
The problem with VNC is that USB devices can't be mapped from the client then (or at least it's a lot easier with RDP), so it has to be RDP in our case.
Basically, if you want to access windows remotely, you need to pay for two copies of windows, and that's still cheaper than getting a client license once you get to 366 days.
(anon as I don't want MS coming after me if I'm wrong).