I use
VirtualBox as my virtualization software of choice. What's really nice is the ability to easily run VM's on a headless server. VMware can do this, of course, but requires you to either set up a web management GUI or to connect via a proprietary management console (which is not available for OS X). Under VirtualBox, VM's can be fully created, managed, modified, etc from the command line.
VirtualBox allows you to connect to the console of a running virtual machine via RDP. Simply specify a unique port for each VM and you can easily connect to each one. Microsoft gives away an RDP client for OS X,
Remote Desktop Connection for Mac. It works reasonably well, but does not allow concurrent connections. If you are trying to utilize multiple, headless VM's, this solution is problematic (at least from an OS X host).
Enter
CoRD. This is a freely available RDP client for OS X that allows both simultaneous connections and bookmarking functionality. It also supports things like disk and printer forwarding, which is not really applicable to my usage, but I suppose could be useful.
If you are a mac user and have the need to access remote systems via RDP, it's worth checking out.
