I've just setup a new RDS Deployment on a 2012 R2 domain. When client's connect to the RemoteDesktop there is a considerable delay at the "Preparing the destination computer" stage. I can resolve this by disabling the Windows Firewall on the RDS Session host computer.
I've searched the web and checked all open ports and it appears I've added the required exceptions for everything, but this is still happening whenever I turn the Firewall Back on.