Well, there’s this if you want to use it in Linux, I’ve used it before, liked it well enough, but not paying for it so I removed it (It’s sort of crippled if run free). I personally use Konsole on KDE which works quite well. I’ve read and think that Konsole also allows multiple bookmarked connections. I haven’t really tested it myself, I have roughly 10 machines I log into daily so I may try that further.
Before I made the leap to Linux years ago, I loved using MRemoteNG. Simply hands down the best. IMHO
I tesed the client posted here by the OP. While it looks pretty nice, it suffers the same thing as others I’ve tried. Nothing beats the simplicity of the plain 'ol shell in Linux or in OSX. :)