Where is the bottleneck / what are the gotchas when selecting records from a remote (linked) SQL server?

Question

I'm in a satellite office that needs to pull some data from our main office for display on our intranet. We use MS SQL Server in both locations and we're planning to create a linked server in our satellite office pointing to the main office. The connection between the two is a VPN tunnel I believe (does that sound right? What do I know, I'm a programmer!)

I'm concerned about generating a lot of traffic across a potentially slow connection. We will be getting access to a SQL view on the main office's server. It's not a lot of data (~500 records) once the select query has run, but the view is huge (~30000 records) without a query.

I assume running a query on a linked server will bring back only the results over the wire (and not the entire view to be queried locally). In that case the major bottleneck is most likely the connection itself assuming the view is indexed, etc. Are there any other gotchas or potential bottlenecks (maybe based on the way I structure queries) that I should be aware of?