The following article got published on TechNet: Best practices for capacity management for SharePoint Server 2010 that is a great reminder of best practices you should follow in any deployment (yes all applies to Project Server 2010 as well):

  1. Read the available documentation
  2. Document your capacity management strategy
  3. Plan for growth and change
  4. Carefully plan content database sizes
  5. Document the logical topology as a part of an early design process
  6. Be familiar with recommended SharePoint Server 2010 scenarios and technical case studies
  7. Plan your monitoring strategy
  8. Optimize your applications
  9. Stress test your environment before deploying it to production