To use Unity with VNC or NoMachine you need to use unity-2d, a lighter version using Metacity instead of the 3D enabled Compiz
The simplest way to make it works is to select Unix and Custom :
and set this command in Custom - Settings
env DESKTOP_SESSION="ubuntu-2d" GDMSESSION="ubuntu-2d" /etc/X11/Xsession "/usr/bin/gnome-session --session=ubuntu-2d"
This line use Xsession instead of starting gnome-session directly. This is to setup some important environment variables like XDG_*. Unfortunately, Xsession looks to be buggy and need some help. This is why I setup the two variables DESKTOP_SESSION and GDMSESSION.
The probleme with this setup is that NoMachine client don't close smoothly and I need to Terminate the session.
To avoid this I edit file /usr/NX/etc/node.cfg and update line :
CommandStartGnome = "env DESKTOP_SESSION=ubuntu-2d GDMSESSION=ubuntu-2d /etc/X11/Xsession '/usr/bin/gnome-session --session=ubuntu-2d'"
And change my NoMachine client settings back to GNOME
Sometime the launcher bar on the left is not refreshed at startup. These icons are over all windows and then are not easy to refresh. To solve this problem I click logout in the "system" menu and move the windows over these icons. When icons are redrew I close the logout windows.