Benefit of external data store?

[yisrael]

I have the following configuration: 2 Citrix Metaframe XPa FR 2 servers. I initially had set up for load balancing, but after installing the Internet connector license on one of the servers, we are not using load balancing. I have an external data store running SQL 7. I do not own a license for SQL 2000 nor do I plan on purchasing it. I want to move the data store to another server. I read a few articles on how to set up an external MSDE data store, but I have no idea how to migrate from an SQL database to an MSDE database. There are no decent tools for novices with SQL to use MSDE. Is there any reason why I should not chose to put the data store on one of the Citrix servers using MSDE or is there really a benefit to using an external data store other than load balancing? I could also place the SQL 7 on another server and move from one SQL 7 database to another, but SQL 7 is soon to be unsupported by Citrix (if not now, certainly within the next couple of years). Any ideas would be greatly appreciated.