This is a interesting question since I would also need to answer this soon. So Based on jfields comments, I did some quick searches and found these threads which could also help you make your decision:
Looks like with WYSE terminals you can use it directly, and if there are issues there is a product by DIGI is very interesting. Never heard about it until today!
http://communities.vmware.com/message/942730;jsessionid=4C603D0B0DF6F42035ADDAF08DCE998A
http://www.petri.co.il/virtual_vmware_vdi.htm
http://www.digi.com/products/usb/anywhereusb.jsp