I have used all of the above at one time or another but they all have their weaknesses. Last year our CITG (Chief IT Guru) purchased PC-Duo Remote Control for those of us that travel heavily. It will allow for the sort of collaboration you suggested and you can do John Madden-style drawing on the screen when working with others remotely. I have also used it for quick file transfers. Most importantly, unlike VNC or PCAnywhere this is secure enough that we do not run afoul of company and client security policies.
I think you can get a free trial from their website. Do a Google on 'PC-Duo'.