It's strange nobody mentioned NX (NoMachine). When I tried it ~10 years ago, it was much faster than VNC, nearly identical to RDP. Why isn't it more popular?
NX was fine in the 3.5.x series, but the client is wonkish from 4.x (and out?). X2Go is based on the same (open-source) underlaying library, and seems to be better. At least in my opinion, and maybe in others here too since nobody apparently mention NX anymore.
When I tried it last year it was a pretty horrible experience because it installed client and server on Windows and macOS when I just wanted the client. I had to go in and kill some services for the server part. Having to do stuff like that for security reasons is a bit of a turn off.
The actual performance of NX was good, so I'll give them that. I think other people having licencing concerns, but I'm fine with it.