As covered in my companion book, Getting Started with XenDesktop® 7.x, Packt Publishing, many thin client vendors are integrating with Citrix Receiver to provide a seamless experience with virtual desktops delivered by XenDesktop. Some thin client models have a thin OS, usually a flavor of Linux, with the Citrix Receiver code built in, so that it can connect to the virtual desktop quickly and automatically. Other models have the Windows operating system running with Citrix Receiver.
They key to performance when using thin clients is to make sure they have enough power. Many thin client vendors really ratchet down the cost of the bill Of materials (BOM) by using low end components and processors. Lower cost means lower performance.
If you are considering using thin clients to run the virtual desktop for your users, do yourself a favor and read the reviews. More importantly, do a proof of concept with as many thin clients as you can, because the proof is in the actual performance...