Another way of approaching this problem could be the following:
1) If you plan to use DBConnect for data enrichments, only (Db lookups and so on, mainly search-time) you could install it on a Search Head.
2) if you plan to rely strongly on database inputs, you should evaluate expected volumes:
Small => install DB Connect on a search head and make it forward events to the indexer(s)
Medium => install DB Connect on a dedicated Splunk heavy forwarder
Large => install DB Connect on multiple Splunk heavy forwarder
source: http://docs.splunk.com/Documentation/DBX/latest/DeployDBX/Otherdeploymentconsiderations
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