In my opinion RDS is a better choice cost-wise, and it is a more native technology for the Microsoft stack. Also Citrix has no native support for functionality like redirecting Excel exports from AX to the local client, you can only run it on the Citrix farm and store documents there. There are probably other limitations as well, like mapping local printers to use with Print management, and more. You can find such topics here or on google with the "ax citrix issue" keywords.