Remote Desktop Gateway/Web Server Placement

I've just setup WIndows Server 2012 and have RDS working internally.

All RDS roles are insalled on an internal server (except Remote Desktop Gateway.)

I want to be able to connect to one of my virtual desktops from the internet.

I have a SonicWall firewall appliance (NSA 250MW). I have several public ip's available from my ISP.

Is it safe to put the RDS Gateway role on my internal server and open firewall ports to it or

should I put RDS Gateway on seperate server (internal or DMZ). Do I need TMG 2010?

Not really sure of best route to take to enable external remote access to virtual desktop.

Thanks

DJ