There are no issues with running RDP on all of your Windows boxes, regardless of workgroup or domain configuration.
By default Windows server systems will run in Administrator Mode, meaning you can have two concurrent connections to the server (plus the console on Windows 2003 and above). You can also run in application mode, to allow more concurrent connections, but then you'll need to correctly configure Terminal Services licensing.
More information: http://en.wikipedia.org/wiki/Remote_Desktop_Protocol
