I am using wireless N and can confirm that the issue happens with a Cisco E3000 router, a Netgear WNDR3400 router and whatever Verizon uses for their FiOS modems.
I can also confirm that the issues I experience occured while connected to hotel wifi at the Marriott Marina in San Diego. They do not happen when I use the hotspot on my cellphone or when I sit directly next to the router.
I would describe the issue I observe as poor reception combined with a dynamic loss of signal caused by small changes in the environment.
I am able to connect to wifi in locations where other devices connect. The signal strength appears to weaken faster than for other devices based on distance from the router, but also based on the direct environment around the laptop. Soft surfaces (e.g. sofa, bed) appear to enable wifi to function OK. Surfaces like granite, metal, human body cause the signal to drop more significantly than it would for another laptop device in a similar situation.
This poor signal means that wifi packets are often lost resulting in broken streams. For Citrix and RDP this results in a failed connection.
It is worth noting that all other wifi devices in my posession (including another Lenovo laptop) are able to maintain a connection at far greater distances from the router, and are less susceptible to interference at close distances.
These issues existed with the stock software (as supplied on a Yoga 13 4Gb manufactured 2012/12/06) as well as after updating to the latest drivers.
I'm happy to provide additional information to assist in the evaluation of the problem. I may not have the Yoga after the 29th though if the Surface Pro stays on schedule, so a fix would be appreciated soon.
Edit: I will test the device this evening to see if it is any better if it connects to a Wireless-G router instead of N.