After tackling this issue for multiple days, I've finally found a way to fix keyboard/mouse lag issues in RDP ICA sessions. Turns out, in Windows Vista (ick) Microsoft introduced an auto-tuning feature that can be enabled to speed up the TDP connection.
These two lines need to be run in an administrative command prompt:
netsh interface tcp set global autotuninglevel=highlyrestricted netsh interface tcp set global rss=disabled
If that doesn't take the cake, I generally blame the Superfetch service which is supposed to "Maintain and improve system performance over time" according to its description in
services.msc but it generally does the opposite for RDP sessions considering what the does is execute
svchost.exe -k LocalSystemNetworkRestricted.