I am looking at moving up to a dedicated server (Win2000) but what I would put on it is Cold Fusion, MS SQL Server, and RealServer.

Putting all that in one place makes me nervous....maybe I just got spoiled working at a place before where SQL Server was on a separate box, but is that a luxury or a necessity? Must I really buy TWO servers to do this?

It's better for a few reasons to put different services across different servers (resources, security (depending if it's a shared client server or not anyway as far as secutiry), etc.), but it's not mandatory, no.

It depends on the load. If you are going to have only one major client/user for the server, then you can start with just one server.

Anyway, you can add another server later and move the SQL Server there :)

but as a general rule of thumb SQL Server should be on a separate box