There's one more little caveat to keep in mind when permitting a server to be trusted for delegation. Every user with encrypted files on that server will have a local profile on the server. Don't be caught off-guard by these profiles and delete them. Without the private keys in these profiles, the users cannot open their encrypted files.
Also, the profiles consume disk space. If you have 1,000 users with encrypted files on the server, you'll have 1,000 profiles. This can quickly fill the boot partition (normally the C: drive) on the server. Give yourself lots of room for these files.