Every system has a different way to compromise it. That is half the fun in pentesting. If you are trying to gain password/bruteforce access to a system with services already enabled you go after the weakest one be it telnet,ssh,rdesktop or whatever.
If you are writing a exploit you use whatever shellcode you are the most comfortable with. In my case I love the meterpreter .dll and can do pretty much any thing I need with it including turning on rdesktop if I need it.