an online service, a MySQL, a SQL server,... something to make it easy to change/add/delete an entry between me and my collegues.

I'd even settle for the ability to sync to a cloud storage solution (Dropbox, Skydrive, etc.) natively instead of having to use symlinks to re-direct the user.config file to a shared storage location.

I'd also like to see the ability to save favorites to a cloud destination so that they can be shared between my desktop and laptop.

Yup, this is a good idea that's definitely on the agenda. I'm not 100% sure how to go about implementing yet, but it's definitely something I've thought about and is on the agenda. It will most likely not require a DB backend, but instead just a file share, which can be synchronized via OneDrive, DropBox, or anything else. And it will also not provide realtime settings sync, but instead process changes on a schedule, similar to how bookmark sync works with browsers that support that feature.

please please please this will be so cool.

I have tried another RDP client with S3 sync which simply does not work , and there is no support ... Another client has option to store sessions in SQL database but it is "expermental", I don't want to waste time on another trial.

This is probably going to be the key feature of 3.2. I'm about midway through the 3.1 feature set I wanted to work on. I don't have any exact ETAs, but it's definitely a work in progress.

Although 3.1 may have a feature that meets some of these needs. You will be able to create a portable installation, designed for thumb drives and so on. There's no reason you can't put the entire installation on your cloud drive, though, and it just syncs on every computer you use. If you run more than one simultaneously, there could be issues where after each installation saves its favorites, the other won't be aware and it will clobber over any favorites saved on the other PC. But as long as you are careful about that, it will work.

Although 3.1 may have a feature that meets some of these needs.

3.1 will be ok for now, we don't upgrade favorites too often. Thanks