Martin,
The first best practice you can do is create a mail enabled group, disable return receipts for that group, and then add the journal mailbox to that group. As far as vaults tend to go, I usually lump all the "email" in to one vault to try and get single instance benefits if it's a simple site (1-3 exchange servers, low to medium volume for mail, 1-2 ev servers). If you're site is larger, or the volume higher, there's reason enough to split the vaults just for performance considerations. It really matters more on what matters to you more...performance vs storage considerations. Do some metrics on your current exchange environment to help you make the decision. If you're going with multiple vaults, split them on to multiple EV servers so that the storage services don't lag when you do your journal and mailbox archiving runs at the same time.
micah
