Since 2008 R2 Sp1 was released there have been numerous hotfixes released by Microsoft to resolve lots of issues.
The issues I have seen which have been fixed by Microsoft include :
On Servers running Windows 2008 R2, the following error messages are displayed during the logon process: “Please wait for Local Session Manager”, and “The task you are trying to do can’t be completed because remote desktop services is currently busy”.
A Remote Desktop Services session stops responding during the logoff process in Windows Server 2008 or in Windows Server 2008 R2
wait for Local Session Manager” message remains for several minutes when you disconnect from a computer that is running Windows Server 2008 or Windows Server 2008 R2 during the logon process
You experience a long logon time when you try to log on to a Windows 7-based or a Windows Server 2008 R2-based client computer that uses roaming profiles
Citrix have released a recommended list here
I have compiled the patches and put them in 1 hand zip file.
You can download the x64 patches from here