...is to use a VPN connection (such as Hamachi) and run an HTTP proxy (such as squid) on the target server, which is what I do. I then point my browser's proxy to that machine's VPN address and start browsing. This avoids the RDP overhead and still keeps most of my browsing secure (HTTPS can have certificate issues). By using Hamachi I don't have to open any ports at home either.
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