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I'm getting a server with Windows Server 2008 R2 Standard.

Unfortunately I can't afford multiple servers at this point, so this one has to do everything from IIS and SQL to some smaller roles such as Active Directory and DNS.

Now my question: The OS comes with a license to also run Windows Server 2008 R2 in a Hyper-V virtual machine. Should I virtualize one or multiple of these roles for further separation? If so, which ones are the best candidates?

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I would say yes you should. I would start by breaking the system up by functional areas. i.e.: If IIS and SQL are being setup to support a Single Application then you may want to run them on 1 "server" and run Admin functions such as AD, DNS, DHCP on another "server".

If it were me, I would run IIS/SQL on the physical host and run all the Admin services through a virtual machine for this reason: Admin services, particularly in a small company rarely have much overhead associated with them and need very little in terms of hardware. Your application however could see a great amount of use and will more likely grow in resource demands faster than the admin services so if you had to purchase a late model server later to mvoe the virtual to, you could move the admin services with less impact.

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Thank you for the detailed answer. I will probably do it like that, VM will host administrative functions, while the host will have IIS and SQL. Thanks! –  AX1 Dec 10 '10 at 21:02
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All of them?

This really depends on what you want to do and what your server looks like. "Real" server? Dual processors, 64gb RAM? or small cheapo, in which case the memory requirements makes running a high number virtual mchines impossible.

Also, the licenses does not cover more than ONE virtual machine anyway.

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Dual Xeon E5620, 24 GB RAM. Yes I know I have to work with one VM license :( –  AX1 Dec 10 '10 at 21:01
    
One of the good things about Hyper-V though is that you can always add more licenses later, so if you do need more VMs you can always add more. I imagine your hardware will more than support what you are trying to do. –  Charles Dec 13 '10 at 14:19
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