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Thin clients flicker after logon

We are setting up a thin client network running a Windows Server 2008 R2 remote desktop Farm.  We have noticed on the clients that randomly during the logon process the screen will look as if its logging in but then return to the logon screen.

We have auto reconnect setup on the thin clients but this will occur before the 30 second timeout/reconnect happens.

Any suggestions would be a real help
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Is there a correlation between physical thin client unit and the fault?
What about particular user accounts?
Is there a logon script running?
What protocol are you using (RDP)?
After it returns to the log in screen (after the flicker) can the client log in as normal?  It seems as if the last active session didn't fully log out of the system.  I would look at the Terminal server and verify that connecting clients do not have a session still idle.  Basically what that means is the client is connecting to a sort of timed out session for just a second at which time the log out of the session finishes properly kicking the user out to the log on screen for a new log on.  It's not all that common but has happened to my users.  In most cases it is because a program was trying to close during log out and didn't finish properly or anything else that could 'hang' a clean log out.  Remember that Log Out is different than 'Disconnect' for RDP sessions.
They could also be connecting to an active Screen Saver in their session, and whey they go back into the session it wants there log in information to continue, I've had that happen as well.  Until I turned off the screen saver option for Terminal Server sessions.
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Alan White-
All thin clients are the same model,
This is happening to any user account at random times during our testing,
No Logon Scripts just Group Policy forcing folder redirects,
Thin clients are configured to use Standard RDP connections to the Windows Server 2008 R2 Farm

Dr Linux -
Yes, after screen flicker a logon screen is displayed again, some times the user will be able to logon on that screen or again it will flicker and they can log on the third time.  I also thought it was a stale session from last logon but this is happening to any user - even some we haven't even logged onto the RDS Farm yet.
How many thin clients are in your test rig?  
Is there a "numbers" issue, ie, if you have 4 users on, does it go wrong on the 5th?

Have you checked the event logs on the servers?
How many servers in the farm?  How are you allocating user to servers (round robin?)?
Hmmm, are there any consistencies at all?  Does every client experience this problem sometime or other during the day?  Are there some clients that NEVER have this problem?

Might be a screen resolution issue.  Are the clients all connecting with the same RDP settings (same screen resolution and color depth).  And does the server support these connection resolutions?
Alan -
using 5 thin clients
no number to when it goes wrong - just very random
Nothing in logs I can see - will check again after it next happens
2 Servers in the farm - load balancing

Dr -
No consistencies that I can see, any client can experience this issue at any time of day.  Unable to say if some clients NEVER have the issue as so random
Thin clients have been configured to use the same screen res.
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