There a couple of step-by-step guides available for setting up VDI deployments that are very good reads:
Deploying Virtual Desktop Pools by Using RemoteApp and Desktop Connection Step-by-Step Guide
Deploying Personal Virtual Desktops by Using Remote Desktop Web Access Step-by-Step Guide
One minor issue that has cropped up for a couple of customers trying to set up VDI has been a bizarre situation where the user clicks on a Remote Desktop icon in Web Access and authenticates, then ends up with a desktop session on one of the servers involved in the infrastructure, and the Hyper-V host wasn’t even spinning up the VM.
No errors were returned, however… this was most strange…
Going through the guide myself I found that there is mention of a “RDSH-SRV” server which is the Remote Desktop Session Host server running in redirection mode, but they do not go through the configuration steps for this particular machine.
This server plays a key role but needs only to point to the Connection Broker and be set for “Virtual machine redirection” in the Remote Desktop Session Host Configuration MMC.
TechNet: Configure a Remote Desktop Session Host Server to Provide Redirection
TechNet: About Dedicated Farm Redirection and Virtual Machine Redirection
The trap that the customers fell into was to select the incorrect setting – putting the Session Host into the farm as a member or a dedicated RDP Session redirector.
When the incoming connection was then passed to the Session Host, instead of contacting the Connection Broker when then in turn contacts the Hyper-V host to spin up the VM, the connection itself was sent to the Session Host on the Connection Broker (or the Session Host itself accepted the connection).
So if you find your Virtual Desktop Web Access icon is sending you to a server, you might want to check out the redirection mode ;)