First off, applets do not run on the webserver--they run in the client's
browser and really don't enter into the picture of web vs. app servers.  So
setting that aside, large, scalable systems use a webserver with an
application server because a good deal of content (images, documents, lead
pages, applets, flash media) is static and is more efficiently served (and
cached, shared, distributed as appropriate) simply by a webserver.  Servlets
(and JSP, etc) and other functional content requires some computational
resources for each request and so must be handled by some kind of engine.
Servlets share a JVM which reduces startup costs and allows better long-term
performance through resource pooling and even helps with deployment by
allowing dynamic code replacement (via classloaders, etc)

Matt Humphrey matth@ivizNOSPAM.com http://www.iviz.com/