Roasting the bones first will add a deeper flavor. The roast flavor may or may not be desired, it depends on your preferences.
This is from the article I've posted below: "Roasting caramelizes them, heightening sweetness and deepening flavor. But any blackening will make meat stock bitter. 'You don't want that burned bone thing,' cautions Keller."
http://www.sfgate.com/cgi-bin/article.cgi?f=/c/a/2007/10/31/FD0JSAGEJ.DTL
Some of your 'shortcuts' are not good ideas. Definitely start with cold water. Definitely bring up the temp slowly. Definitely do not boil. Do add aromatics upfront to the broth, but remove them as they get mushy so they don't cloud it.
Standard ratio for beef broth would be: 8 pounds of bones to 6 quarts of water to 1 pound of veggies (onion, leek, carrot) to one 'boquet garni', essentially garlic, rosemary, anise flavoring for pho, and bay leaf, plus whatever else I forgot.
If you have 'pond water', which I interpret as thin-tasting, you probably put too much water in the second time -- this is fixable by slowly evaporating out the water until it gets to a good texture. If you skimmed properly, it will be clear as you do this. I will typically strain through a kitchen towel or cheesecloth as the liquid evaporates down.
I'm guessing you put in like a gallon of water, so you had like three or four times too much water.
As a warning which you probably already know, you are not going to be able to duplicate your local pho joint's broth -- the broth recipe is the thing for pho makers, and they probably have a bunch of tricks they use, including using a neverending supply of yesterdays pho, that you won't be able to do at home. That said, you should be able to get a good beef broth if you follow some basic rules for making stock.
Best Answer
This sounds counterproductive. Making stock means that you let the boiling water leach nutrients, flavors, and other stuff from the bones. Then you remove the solid parts (bones, scum) and are left with the gelatine and flavors dissolved in the water.
Now, if you preboil the bones and throw away the water, you throw away all the flavor which has been leached in this boil. Sure, some flavor will remain in the bones for prolonged boiling, but it will be less, and it won't be the same flavor (some tastes will cook out sooner than others). In short, the process which creates scum is the same which creates stock; you can't have one without the other.
In your home kitchen, you can mostly live with cloudy stock if you don't feel like skimming. Clear stock is more desirable, but you can keep that for special occasions. And exactly these occasions are the one when you want the most flavor, so don't compromise by preboiling.