Funnily enough, I have been thinking about this recently - that I'd like to be able to connect to my home systems with my mobile and check the status of downloads, and so forth. I toyed with various ideas, including running a dial-up server on my Windows 2003 box, even writing some sort of Java app that would run on my posh mobile phone.
Andreas Karlsson has something better - a working release of an ssh client for an Ericsson P800. This sort of thing would be absolutely ideal, being that ssh has a range of functionality but is also very secure. There is also work underway for a VNC client as well.
Ultimately, I expect that the mobile phone will evolve to become a kind of "remote control" for the home PC system. I expect the mobile to change into an all-in-one device that handles calls, acts as a PDA and also as an ssh client. Who knows... perhaps the next version of windows will have remote desktop server for mobiles built in....??