DFMirage mirror display driver allows TightVNC to gain the best performance under Windows. With DFMirage, TightVNC Server can detect screen updates and grab pixel data in a very efficient way. If you use TightVNC as free software, DFMirage is FREE for you as well.
In TightVNC Server configuration you should check "Use mirror driver if available".

Also, you may check in Server Configuration "Hide desktop wallpaper".

If your network connection is fast (not dial-up), then turn on custom compression level to 2-7 (but not 9): compression algorithm is demanding performance and introduce additional latency.