I had gone through few days of hands on training for Citrix Xendesktop. The experience of the training is good and it went through technical deep dive. 1 of the key thing we discussed during the training was about the databases requirements to support the Xendesktop and Xenapp infrastructure. Microsoft SQL will be 1 of the key component, and you will require to plan for the high availability architecture to support the production environment.
The best approach may just consider to build an independent Active/Passive or Active/Active SQL cluster to support the infrastructure. A backup for the SQL is always recommended to create recovery point in the event of data corruption. Most data on the SQL databases is the configuration changes, log and etc. Similar to VMWare vCenter Database.