I've long followed Brian Madden for all things VDI. It's a technology that I'm really hoping will mature beyond data center hosting of the client. Security, of course, is absolutely critical, and it appears that VMWare has upped the game.
In a recent posting, Gabe Knuth summarizes the new network security capabilities as leveraging VMWare's NSX virtual networks.
The quick explanation here is that with this combination of technologies, you can have applications run on specific networks dedicated to them, reducing their security footprint and firewalling that traffic from the rest of your environment.
Rather than merely adding a checkbox for an ROI financial pitch, this improvement is definitely the direction for rationalizing a VDI implementation. I can't do better than the summary "Today, we can make it more secure than physical desktops."