What is interesting in going through the server is our server software (when updated) will have the caching we are now using (and running well) built into it. Right now we are running it externally.
I don't know what is going to happen when we upgrade the server software so I asked at the support forum, to see if I need to remove what we have no or just install it and the new system will continue to use what we have setup.
I must admit I do like the idea of it being built in as first off its supported... if something breaks I can contact support. Secondly it will be regularly updated as they update the backend software a few times a month. While with out setup I must manually check for and apply updates by hand.