Windows Server 2012 is out and there are a ton of improvements to Remote Desktop Services. One of those improvements is Active/Active Remote Desktop Brokers. In previous versions of RDS, you could have an active/passive session broker, but this did not address scaling out. Now, in Windows Server 2012, you can have active/active session brokers to address both fault tolerance and scalability. With this model, two or more RD Connection Broker servers can be combined under a single DNS entry to provide both fault tolerance and load balancing. This prevents the RD Connection Broker server from being a single point of failure and also allows “scale out” as load demands. Also note that this configuration is supported for both VM-based (VDI) or Session-based (RDS) deployments.
So, to set all this up, you will need to meet some prerequisites including SQL and firewall configurations. Once these prerequisites are met, you can use the new & improved Server Manager to step you through the entire process via a wizard. For more detailed information, be sure to check out Munindra Das's blog post with detailed steps and screen shots. This is a really nice improvement!