I recently had to set up CRM 2011 with ADFS and had some issues with authentication. The key things I would like to note are:
1 - The URL for ADFS can be anything as long as the SSL certificate used on the web site matches the hostname
2 - In order to authenticate on the internal CRM URL, the client must not hit the ADFS proxy.
3 - In order to be able to visit the site externally, the user must visit hostname.crm.domain.name