Somethimes, lessons are learnt the hard way.

Here is my personal hosting experience.

Once I had a website with a partner. We had good profits while the website was hosted on it’s own VPS hosting account, gettings lots of links from my other websites on my dedicated server. Trying to ‘save’ costs, my friend asked me to move the website to my dedicated server. The result? 90% decline in traffic (&profits) for several months, then a very slow recovery.

My conclusion: If you have lots of sites, and want to get an SEO advantage by linking them together, don't them all on the same one server. If they are on different servers (/different hosting account) their links will count much better.