Best practises...

Have migrated GW from NW to Linux at a customers site..
On NW WA-agent and WA-applications were on different servers.
Agent were at same server as primary domain, under that, and
WA-application on a server in DMZ, same server as GWIA.

Now is my question...
Is it better to install both Agent and Appl on same server?
That server have a domain, running MTA, holding GWIA, so it can be
placed there.

I wonder, cause i realize when starting install, that Appl needs to
have file access to WPGATE-dir of Domain hosting Agent. And thet may
be better to have on same box, than to mount? Or?

Other consequences having them on same server?
Or on differnt?
Problems uninstalling WA-agent on first server?

Best practise?