Architecture: Web server-Servlet/JSP Container-EJB Container

I would like to know how these various software components should work together typically and how things are in real-world.
I'm hearing about differnt options:
1. running everything as a single server(J2EE or not)
2. running JSP container as a plugin on web server and running EJB server on a different machine
3. redirecting jsp/servlets from web server to a JSP server on a different machine and running EJB server on a different machine
..
I gather that running EJB's and other business components in a different server(physically different as well) other than the JSP server is recommended mainly for security reasons(Business components are behind the DMZ). There could be many other such factors driving the architecture. Different vendors also might be proposing various options based on the capabilities of their products. I agree that it basically depends on the requirement of the project. But I'd like to know the fundamental advantages, disadvantages, issues with these various options and the factors to consider before going with a particular one. Product specific information also would be greatly helpful.
Please provide your thoughts, suggestions, experience.
Thanks for the help.

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Velmurugan Periasamy
Sun Certified Java Programmer
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Study notes for Sun Java Certification
http://www.geocities.com/velmurugan_p/

Refer J2ee Blueprints by Nicholas Kaseem. He clears most of your doubts in that book. It is also downloadable from sun's site.