I've had to work on a few large Visio diagrams over the past few days and I've noticed some latency in my mouse speed. Nothing that has really been noticeable until I started using Visio. It makes it hard to place a stencil at the right location on the drawing. This can be annoying when you are trying to line finish a drawing. Performance hasn't been bad enough to call it unusable though.
I have customers who've tested using CAD over RDP wtih no success. RDP just isn't fast enough.