Must I install every possible printer driver for RDP clients?

Solution 1:

Short answer: Yes.

Long Answer: No, but you will need to install a third party redirection tool such as Thinprint or Screwdrivers to handle printer redirection. Windows Server 2008's RDS overcomes this with a tool called EasyPrint which is built into the OS and all later RDP clients (although it has its fair share of trouble), so if upgrading is an option then that might be the best way to handle it. A Server 2008 R2 Standard license is about the same cost as purchasing ThinPrint for a single server, so it might even make economic sense.

You only need to install the printer drivers if the printer is actually going to be used though. If you don't have the driver for AcmePrint SuperCheap 9000 InkConsumer, then the user can still safely connect and you can ignore those event logs, but keep in mind they won't be able to print to that printer.