welcome roger,
no issues ... just make sure the setting in the RD-client for audio is *leave at remote computer* (because this is the place your soundcard will be connected to)
usually i'm unchecking printers and leave clipboard checked.
in the tab *experience* i'd coose font smoothing, show content of windows while dragging and uncheck themes.
keep your grafic resolution on 32bit if possible (latest client works best)

http://vsl.co.at/upload/users/449/RDremotesound.png">
for midi over ethernet i can recommend MoL (midi over lan) from musiclab www.musiclab.com
christian
ooops - i've overlooked the *from a mac* above ... but except some quirks with keyboard-layout (computer keyboard) it should work the same way.
in case you're considering some VNC stuff - my experience is that this is producing high load (and display latency) as well as a lot of network traffic