Some other considerations:
1) With CSG, you do not have the headache of configuring the VPN client on the remote machines. A VPN will require the client on every remote machine - this can be an administrative headache. With CSG, the configuration and administration is centralized and does not require a separate client install.
2) VPN is slightly more secure that CSG. CSG uses 128-Bit SSL to connect, VPN is usually better encryption. However, unless your transmitting deep trade secrets, 128-Bit is more than sufficient. Most major financial institutions are using 129-Bit encryption.
3) CSG allows you to restrict external access to the Citrix box because you can close port 1494 on your firewall and run everything through NFuse. Simply put, nobody will be able to access that box directly. With a VPN, your external users will be able to access the Citrix server directly simply by making an ICA file.
Overall suggestion...
Without knowing your specific business goals, you are probably better off with CSG if your remote users are only accessing the Citrix environment. It's MUCH easier to administer and works very well with Citrix. If you want to use the secure remote access for items other than Citrix, a VPN might be a better choice.
As an FYI - we have installed CSG at one of the top financial institutions in the country. They run all of their remote access activities through Citrix and as such, CSG was a great solution for them. Best of all, it's free (aside from the extra servers you will need for the install).
- Erik
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Enterprise Project Director
DeVA Systems Group
Citrix Platinum Partner