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As a Technical Support Engineer I frequently talk to customers who have many thousands of machines. There are some things to keep in mind when dealing with large sites.
The first is that I'd recommend positioning a console local to the machines. You'd want to try and keep scanning over any WAN connections to a minimum as a scan of 1000 machines could take quite a while. Our product allows you to have consoles roll their results to a primary management console for centralized reporting if that's something you'd like to do. This setup is advantageous when you have disparate patching locations as it requires far less bandwidth than having consoles in different locations connecting to a single database.
On the subject of databases, SQL 2008 R2 Express has a DB size limit of 10GB, so in any large environment I'd recommend using a full-fledged SQL installation as your database server.
As for the console itself, in our system requirements we recommend at least 8GB of ram on your console machine if it will be managing over 1000 machines, but the more the better.
These are all just very basic recommendations, perhaps some of our customers managing large environments can chime in and give some of their experiences and practices in managing large numbers of machines.