I have setup a Load Balanced vserver to use AAA for authentication. When I type in the FQDN of my vserver I get the login page for the AAA server which is great. I login and then get another Windows login prompt to connect to my backend SharePoint server. After I login I can access the site without issue. I am using cookie insert with a 0 timeout value for persistent.
Case Study: Using AAA Virtual Server to Remove Multiple Authentication Prompts for Web Application
and if you used Form Based authentication at Sharepoint:
How to Configure NetScaler Gateway for Single Sign-On to a Web Form