The guys over at Xtravirt will have a new vSphere Client RDP plug-in (currently in beta). This plug-in will allow you to connect to any Windows virtual machine using RDP, right from the vSphere client.
Eric Sloof over at ntpro.nl has a great new post about this as he is in the beta program. He even has a video about it.
Read about the Xtravirt vSphere Client Plug-in here and stay tuned for when it is released as I will certainly post more about it then.