Not only do you go through all the config headaches, you have to distribute your server-side DLL onto the client (to serve as a "proxy") so you don't even get instant update like a web app.
Use WCF -- I hear it's just much better.
Or just build a Web service.
Stay away from Remoting It's a dead-end technology.
You don't need to put your server .dlls on the client at all. If you have a good solution which all objects in a shared assembly that will be sent by value over the remoting link then you are fine. If you do ByRef method calls or object manipulation then
keep your interfaces in the shared assembly as well.
I have used remoting as the core communication for a very large .net project and it works really well. I am however looking at upgrading the whole lot to WCF for some of the more advanced features they have introduced.