OS optimization
Citrix XenApp runs on Windows 2008 R2. It's possible to apply some changes to the OS configuration to increase the overall performances of the server.
A document including all the suggested modifications has been published by Citrix (http://support.citrix.com/article/CTX131577). In the next section I'm listing, in my opinion, the most important ones.
All the servers
The following modifications apply to all the session-host servers in your farm:
Paging system components
You can prevent system components to be paged to disk with the following registry key:
HKLM\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management
—DisablePagingExecutive
= dword:00000001
Power saving
Select the maximum performance scheme in both your server BIOS and in Windows Power Plan.
Worker threads
You can increase the number of threads Windows uses for read-ahead and write-behind requests, improving I/O performance:
HKLM\SYSTEM\CurrentControlSet\Control\Session Manager\Executive
—AdditionalCriticalWorkerThreads...