First what is the best way to install Sphinx on a centOs server
rpm -ivh http://sphinxsearch.com/downloads/accept.php?file=sphinx-2.0.6-1.rhel6.x86_64.rpm
yum install sphinx
didn't seem to work.
Also, my set up is one app server, and one database server. The app server runs Magento, where it has the new module the works with Sphinx but, it's unclear both on Sphinx docs as well as any google searches, which server Sphinx should be installed on for the best effect.
Best Answer
First, you'll want to link to the file directly, not to a web form.
rpm -ivh http://sphinxsearch.com/files/sphinx-2.0.6-1.rhel6.x86_64.rpm
Most of the documentation I have read says that Sockets are going to be faster than TCP/IP for lookups, and considering that Sphinx will be obtaining/parsing the data from mysql, it being able to obtain that information as directly as possible would seem to be the most sensible thing.
The obvious gotcha here would be how much work will be done on each side, if your app server has a consistently lower load, the slight overhead of TCP/IP would probably be worth accepting to not slow down your SQL server any more.