My primary remote app on the iPad is iTap RDP--easily the best RDP app. I bought Wyse CLoud browser last week but it did not compare--and it did not offer the same size desktops as iTap, which allows you to go up to the largest allowed by Windows. I'm sure iTap could handle turn by turn games.... I have even used it to play some flash games. It does support sound. It might be overkill for what you are wanting to do though.
For multimedia and just plain kick-azz speed it is SplashTop. I'm amazed that it plays video as well as it does. Of course it is not RDP and requires a PC-side utility to work. But it does work well. Alas it only goes up to 1024 x 768 resolution and has no way to zoom in. But for the games you are talking about SplashTop wouldn't even break a sweat. The flash games that had a kind of delayed reaction with iTap are instantaneous with SplashTop. Sound is better too.
Keep in mind with SpashTop, anything you do remotely can be seen on the host's screen if the monitor is on. It will awake if monitor is merely asleep. Moreover I could not get SplashTop to mute the host speakers so sound only played through iPad. Only seems to work with sound playing on both.