Mapped drives for all terminal server users?

use a group policy to map the drives or a logon script that runs when users connect via remote destkop

Yes, lots of ways.  

Depending upon what was already in place I would use policies or do it as part of an existing login script - e.g. you could check for a particular computer name or various other environment variables if it is a batch script, similar ways if it is VBScript etc.

So do you curently using group policy preferences, group policy assigned user login scripts, or traditional "NETLOGON" directory login scripts?

Loopback is a good way too, means you can have it run an extra or totally different USER part of policy based on the OU of the COMPUTER rather than the computer getting it's OU of policies and the user it's OU's.  This is quite a good explanation of the process:  http://kudratsapaev.blogspot.co.uk/2009/07/loopback-processing-of-group-policy.html

You can also do it specifically as part of their RDP settings:

https://technet.microsoft.com/en-us/library/cc770821.aspx

The login script way can be as simple as something like

@echo off
if /i "%computername%"=="MY-TS-NAME" (
  echo On terminal server...
  NET USE X: \\server\share
) ELSE (
  echo Not on terminal server
  echo Do stuff for not on terminal server
)

echo Do stuff for both...

Select allOpen in new window

The "proper" way to do this is using the USRLOGON.CMD sequence.  I have detailed this in my article. http://www.experts-exchange.com/articles/9235/How-USRLOGON-CMD-processing-works.html

Obviously, I would strongly recommend this approach.  

Coralon

all of the above suggestions are valid but no single one is the 'proper' way to achieve it. It generally comes down to your requirements, as each option has it's own pros/cons.

If you provide more info we can offer more detailed advice, but from what little we know I would say both mapping drives by GPO and a logon script in AD would be fairly straight forward, but the AD one would probably work on other machines in addition to the TS so may not be suitable.
I'd personally be cautious of putting a script inthe TS startup-folder as it may be accessible by the users.

As we have said and Steve says too there are loads of ways.  Loopback processing using GPO would probably the way I would consider, but lot depends one TS server, lots of them, few users, loads of users etc.

Steve

Sorry to have neglected this, as I had to go out of town for a couple of days.
Years ago (NT 4), I had a small network, where I had a log on script & a batch file that mapped shares when logging onto the local network, but didn't want to go back & manage these on a by user basis.
Some of the users work in office at times, where all the drives have been mapped when initially setting up the computers, so I'd like this specific to the terminal server log ons.
I haven't set up policies, so if there's a 'setting up a local policy for dummies' or a way to do this through the remote desktop services, I'd appreciate it.

Thanks, that's just what I was looking for, & no, I abandoned NT4 quite a while ago, ha-ha!