The first server you install ends up being the one Central Administration is installed on, but if that is one of your WFE servers, you have no redundancy because the URL is locked into the server netbios name via the registry, although, you could change that:

http://blogs.technet.com/wbaer/archive/2007/08/30/sharepoint-3-0-central-administration-url-on-multiple-web-front-end-servers.aspx

But assuming you have it on only one server what do you do if that server goes down? You can rerun the Configuration Wizard again on another box in the farm and reinstall it.

Microsoft recommends you install it on the Index server, not a WFE and since you can't load balance this site, there's no benefit to having it there anyhow.

The Configuration database holds the data, not the Central Admin site, so all the site does is give a way to present this data.

So if you want to move if from a WFE to the Indexing server, here are the instructions: http://www.sharepointblogs.com/johnwpowell/archive/2007/07/10/which-server-the-sharepoint-central-administration-web-site-should-be-installed-on-and-how-to-move-it-there.aspx

Here are some good links on how to install a server farm, not just a standalone of MOSS 2007. The average medium server farm is two web front end servers with load balancing. To configure load balancing, here are some resources, look at the links at the end of this post:

What to do in SQL 2005: http://www.datasprings.com/Resources/ArticlesInformation/OverviewonInstallingSharepoint2007/tabid/774/Default.aspx

http://sharepointkb.org/Install_MOSS

http://blogs.msdn.com/joelo/archive/2007/01/05/nlb-network-load-balancing-and-sharepoint-troubleshooting-and-configuration-tips.aspx

Here's the instructions for installing the farm:

http://www.sharepointforum.com/en-US/Wiki/Installation%20MOSS%202007.aspx

To summarise the steps, they are:
Create the service accounts
Install SQL Server, make sure named pipes is enabled
Complete install on first server, new server farm
Install second and third servers, join farm
Make first server run Excel services and indexing. If you have another app server, better not to have indexing and central admin on one box. You can run config wizard again to recreate central admin site though.
make 2 WFEs the WFE and search/query servers.
Create SSP and My Site Web Apps.
Create default user Web App, if you do not have NLB set up yet, put URL as NetBIOS of a WFE. Not ideal that
If you have NLB, put in those as the URLs all the way along when doing WFEs.
Set regional settings, usage analysis, indexing, profile index, search usage reporting.

This article gives lots of information on this. I think in most cases the best out of the box approach is the gradual migration. That means doing it one Site Collection at a time. The advantage is the existing site is not removed untill you are sure the 2007 version is OK.

http://blogs.msdn.com/jingmeili/archive/2007/03/13/evaluate-partner-solutions-that-support-migration-from-sps-2003-to-moss-2007.aspx

This is a first draft, but why wait untill it is perfect? It is a document I'll use myself to remind me what to do when I set up and configure a new SPS server. It includes Installation, settings, themes and templates.
I hope you find it useful, and comments are welcome.

http://www.spsfaq.com/downloads/SPS_cheat_sheet_1.doc

I'm sure a lot of people have heard of this http://support.microsoft.com/?id=833019. It is a bug that affects installations of WSS done after November 24th along with Windows Small Business Server 2003 (Standard and Premium editions) or upgrades of Windows Small Business Server 2003. The gist is you have to change the date on your sever to before November 24th but after May 24th to stop the DLLs messing up. There is more info here on this http://www.sbslinks.com/Sharepoint.htm. Thanks to Adam Mucaulay for letting me know about this.

Yes, it is possible. You need to setup the configuration database in active directory creation mode. Unfortunately this can not be changed once the config database has been made.
I tried for a week to get it to work and only once did it come up with the right part on the configuration database creation page to allow me to put it into AD creation mode.
You can specify which domain and OU you want to use.

Clive

MSDE: "throttled" after more than five concurrent users; 2GB data store limit; another 2GB limit on something else (can't remember what); no tools such as SQL Server Enterprise Tools. There is no search box if you install WSS with MSDE

Mike Walsh