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Windows Thin PC - RDS Solution

I am looking to repurpose some of our older pcs to run Windows Thin PC.  I would like to set them up so that when a user logs onto the Thin pc, it automatically starts mstsc.exe and connects to the RDS server.

I would like for the user to never see the desktop or taskbar of the thin pc.  When they log in, I want it to go strait into the RDS server as single sign on.

I have seen multiple ways to do this online, but what is the cleanest most efficient way to do this?  If possible, I prefer doing it by GPO so it can all be handled at the server level.  But we cannot have user configuration GPO's as the users will move back and forth from these pcs to real desktops.
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For this policy, would you be thinking we use a script to do this at startup?

If so does anyone have a good script to use?  I am not much for scripting so I have found some online, but just want the cleanest was possible for this.
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Thanks for the help so far.

I have been working on this and have it working locally.

For me to be able to launch this over an entire network which would include 100 or so computers, i want this as fully automated as possible.

So I want the user to walk up to a machine and they see the normal windows logon prompt, when they login with their domain credentials, it passes those credentials through to the rdp session automatically and it logs them into the RDP session.  When they log out, I want it to go back to the windows logon screen.

Is this possible through group policy without having to use a third party app?  There is so much out there about this and everyone does it a different way.  I have not been able to piece together this exact scenario as of yet.
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Ok i have it working through GPO to automatically log in a local account and pull up RDP with a saved RDP file.

I want to change the way the RDP login looks.  Right now by default it pulls up the username of the currently logged in user automatically.  I want to have the username field blank so that whatever user walks up, they enter their username and password.

Most of our users would not even attempt to click "User another account".  They would attempt to put their password in and then submit a ticket when it doesnt work.

So for ease of use, I want to make that ask for username and password each time.  I have been combing through GPO and Google, and have not found the way to change this as of yet.
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ok here is where I am, I got it working with auto login, but I decided it would work best for users to walk up, sign onto the thin client and it auto login with SSO to the RDS server.

I have it working to log in from the thin client, but the SSO is not working so far.  I have the GPO's created and I see the changes in the registry on the thin client.

But upon login, I get the RDP connection client asking for credentials.

And after this, when the user logs out of the rdp session i want it to log out of the thin client automatically.  I know this part is probably scripted.

Anyone have any ideas on the SSO?
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Yes I have been over those settings a couple different times through landing on that page multiple times with google searches.
I have SSO working finally.  I blew away the old GPO and made a new and used a vbs script versus a cmd and now it is working.

Now I am working on when the users logs off the RDP session, it also logs them off the thin client.

Anyone have any good vbs scripts for this?
Also now have that working.

Thanks for all the help.