How to connect to iSCSI storage?

Hi all, having come from HP Data Protector we are complete NBU Virgins so have a couple of question.  Hopefully someone can advise! :)

We will be using a seperate Master & Media server (both Virtual Windows Server 2012) and the Media server will be the backup host.  99% of our backups will be of VMWare VM's.

We have purchased 2 x 30TB 10GbE iSCSI disk arrays (Nexsan E18V & QNAP TS-EC1279U-RP) and was wondering about the best way to connect this storage to the media server.  Would it be OK to create a huge volume on each box and connect it using Microsoft iSCSI Initiator within the guest or is it better to add it as a volume within ESX so the guest thinks it is just another local volume?

Thanks in advance,

Graham