I do live in the US where they track the heck out of everyone anyway. However, I actually came from a communist country where there is much fear of the government and people are afraid to speak up. People who do have been known to disappear, etc.
What really bugs me is the common retort "if you have nothing to hide..." Well, why not just strip search everyone (which they basically do at airports), or put a police officer in everyone's house. Or stick a chip in everyone, or start tracking people's thoughts....
All that being said... there's nothing like a Mercedes V8. Can't get it w/o the tracking. Also if my wife or I were in an accident or an emergency it would help. The concierge service (where you can call in and get directions, etc.) is also very useful for someone like me that travels a lot.
Definitely scary stuff, though as I'm one of those people who hates having things in my pockets and almost always leave my wallet in the car. Of course, I can see it from my office window and my house/garage are alarmed.
Can RDP be set to mix remote applications with locally running ones?
Windows (with either a terminal server or the newer Remote Desktop Services) can do this beautify. I use it all the time for various programs and forget that they're running in a data center far away. Lots of times they run faster if I'm on a slower laptop or working remotely. For example a line-of-business app that needs to hit a data base server that's in the data center. It's pretty nice.