At my request we have a Copilot subscription at work. By and large it's great and it saves me a lot of time while supporting users in any number of different companies. My biggest complain is its speed these days; a year ago it was pretty responsive, nowadays I often have users telling me what's on their screen 10 seconds before I get to see it. One other complaint I have about it is that Vista's UAC is on the remote display only so I need the user present to click through it.
I have recently been looking at Log Me In Free (
www.logmein.com). That does all that CoPilot does and is free. The big benefit is you don't need any user help to use it once it's installed.