I played a around with Windows Server Remote FX the last weeks and for me it was very hard to find a GPU that supports Remote FX with Windows Server 2012. After some tries on my own, I asked my friend Udo Walberer Technology Solution Professional DataCenter at Microsoft. (Thank you Udo)
He gave me the current GPU Support list from Microsoft.
The funny thing I found out was, the GPUs that worked with Windows Server 2008 R2, worked also in Windows Server 2012 Beta and RC. With RTM Version the compatibility changed and you need other GPUs. For me it looks like Microsoft changed some libraries.
Please also check the drivers for the GPUs because many of the current driver (december 2012) are not working with Windows Server 2012 Remote FX.