Your basic premise of distributing large fact tables by hash and replicating the smaller dimension tables works great in MPP environments like PDW, but as SQL DW doesn't suppose replicated data (yet - hopefully one day), you'll need to use the Round Robin distribution for that.
If you can minimise data movement, then you make some good steps towards improvement the performance of joins. However, having the data on the right server is only half the battle, and you should consider the indexing strategies as well, just as you would in a regular (SMP) SQL Server environment.