SQL Server Management Studio for a remote database With a SQL Sever database which is on a remote hosted dedicated server I can work using SQL Server Management Studio installed either on the same server or on my local computer. I the first case I should work using Remote Desktop and this makes the work a little bit slower. In the second case I need to open additional port in server's firewall, but I will have more comfortable user experience.

What is the recommended practice of these two?
The way that I know of to do this is to establish a VPN connection to the other site, thus eclipsing the need to open a port and maintaining the security of the setup, while eliminating the need to RDP into the other server. Granted, you run the risk of dropping a connection while you're working, thus possibly ending queries prematurely, but otherwise ... it's what we do and it works well for us.

If you're going to use them on a regular basis remotely you may look into a semi-permanent VPN connection (I'm sure there's a better name .. VPN bridge?) that will allow you to just connect by IP address. A networking guy can weigh in better here.