One of the Deluge feature I appreciate is its ability to run a Deluge service on a machine and being able to connect to it from any Deluge client (there is a GUI and a terminal client). In my experience it's less tedious than transmission service to set up.
You can use a remote connection to connect to uTorrent but it goes through uTorrent's server for authentication if my memory serves me well.
I SO second this, and I raise you an excellent web-interface to boot. I have it running on a (headless) server and it's simply wonderful. On the tablet, I installed Torrent Manager which can connect to Deluge (and other daemons like Vuze) and it actually handles magnet links from the browser. I'm very happy about this setup.
uTorrent... I had to stop using uTorrent because it just stopped working. All torrents failed before they really started. I don't remember the error but I installed Tixati, which is also very functional (but now I have no Windows machine that I want to use for any torrent-related things anymore).
uTorrent has a webUI that allows you to log to it remotely; you have to install it on the PC that uTorrent resides on. You set the authentication details on said PC, so I doubt it goes through any sort of server, as it doesn't need to.
I'm not a fan of the Transmission UI, and much prefer Deluge because its UI is much like uTorrent's but without all the bloat of more recent versions. It's become my standard client since I found out about it.
Works pretty well on Windows.