I am learning WCF, LINQ and a few other technologies by writing, from scratch, a custom remote control application like VNC. I am creating it with three main goals in mind:
Instead of capturing the entire image just send smaller subsections of the image. Meaning: starting in the upper left corner, send a 10x10 pixel image, then 'move' ten pixels and send the next 10px square, and so on. You can then send dozens of small images and then update the painted full image on the client. If you've used RDC to view images on a remote machine you've probably seen it do this sort of screen painting.
Using the smaller image sections you can then split up the deltas as well, so if nothing has changed in the current section you can safely skip it, inform the client that you're skipping it, and then move onto the next section.
You'll definitely want to use compression for sending the images. However you should check to see if you get smaller file sizes from using compression similar to gZip, or if using an image codec gives you better results. I've never run a comparison, so I can't say for certain one way or another.