I would not set a screen saver for each user through
terminal services, unless it is the blank screen saver.
Having a screen saver that moves can cause excess network
activity.
And even better idea would be to set a screen saver on
each local client's operating system, rather than having
the a screen saver run in each person's session.
While this is possible (you can use a Group Policy to allow this),
think twice before you allow anything other than the "black screen"
screen saver. Fancy screen savers will put a burden on your
connection.
If you absolutely need to set screensavers, then your best
bet would be to turn off screensavers through your
terminal services connect and turn them on at the local
clients. Then you aren't wasting bandwidth by having to
blank the screen every 5 minutes or so.
If you have to turn on screen savers at the terminal
server, then make sure the screen saver doesn't move; your
best bet would be to set the screen saver to blank the
screen.