I also use RDC, but I prefer CoRD for this reason. Easier to change settings, and I have a couple dozen quick connections configured on the menu bar.
But it's not totally trouble free. I have issues if I'm trying to shadow users through a Terminal Server connection or run full screen while using a second monitor, but if I'm running a second monitor it's usually high-res and I might have a couple connections going to different machines at the same time, so that point might be moot.
I suggest you also give CoRD a try.