Why is it not advisable to have the database and web server on the same machine?

Question

Listening to Scott Hanselman\'s interview with the Stack Overflow team (part 1 and 2), he was adamant that the SQL server and application server should be on separate machin

Answer 1

One factor that hasn't been mentioned yet is load balancing. If you start off thinking of the web server and the database as separate machines, you optimize for fewer network round trips and also it gets easier to add a second web server or a second database engine as needs increase.