Virtual Machine vs. Remote Desktop performance on 2012 MBPr
I ended up going with a Remote Desktop client for storage and performance reasons. Storage is obvious - my MBP is very limited with a small SSD. Performance reasons for choosing Remote Desktop were because it is effectively two CPUs, GPUs, and Hard Drives - essentially doubling my specs. Here's the process I took:


I bought a Lenovo IdeaCentre 510a with my desired specs and replaced the optical drive with an SSD.
I upgraded to Windows 10 Pro. This is crucial. To use Windows Remote Desktop, the computer you are remoting into needs to have Windows 10 Pro, Ultimate, or Enterprise.
I downloaded the Windows Remote Desktop client for Mac from the Mac OS app store and configured it with some help from this MSDN documentation.


Following those steps will giving you access to remote into your machine as long as you are on the same network. If you want to access your machine from an outside network (school, coffeeshop, hotel, etc.) then you will need to look into one of the following:


VPN
Port forwarding
RD Gateway
Azure VM (see comments below)