I recently installed Windows Server 2012 for development purposes at our office and noticed immediately that connecting via RDP is slow. It can take 5-10 seconds to connect at times, where as connecting to any of our Win7 or Win2008R2 boxes takes at most 1-3 seconds. At first, I chalked this up to the box itself needing a driver update or something, but just yesterday, I installed Win8 on my desk PC and connecting from home to that machine produces the same result. There is a 3-4 second pause at "securing remote connection" and then again at "configuring remote session".
I don't see any warnings in the event log, and once connected, there do not appear to be any performance issues. Is there a known problem with RDP connections on Windows 8 systems? Anything I should look for?