I've been working with SQL Management Studio since it's release (and even before) and I think it is a very good tool. Especially as in next version there will be IntelliSense.
In my daily work I need to access several remote SQL Servers (over VPN) and some of them require windows authentication. With SQL Server Authentication is easy - just create VPN connection and use SQL Server Management Studio from local machine entering SQL credentials in the wide-known box below:
This is not the case with windows authentication. Especially in domain environment it is better to give access to domain groups and users instead of creating SQL ones.
As a workaround (the one I've used 'till today) you can do remote desktop connection to the server and do the job via RDC console. I have struggled with this approach for a long time and although it is not that bad there are some issues working all the time via RDC.
I've tried runas command but somehow my credentials weren't accepted.... but the switch /NetOnly did the job
so I use now
and it works...
Hope this helps