I know, this is an old posting. Did you make a decision?
> I am planning a moodle installation with about 4000 students.
You didn't say which Moodle version 1.9 or 2.x, haven't mentioned anything about the type of usage either. For example, would there be synchronous online exams? Go through the documentation mentioned in the introduction to this forum.
> I have one physical server with QuadCore, 2.4 GHz, 8GB Ram, 250 GB Sata Raid1 and a virtual machine on an other physical server with two processor cores and 16GB Ram.
> I tought to install the webserver (apache2) on one and the database (mysql) on the other server.
I would start with _one_ server. Then carefully monitor the load. Find out the bottleneck(s) under heavy load and take action as neccessary. Note that the addition of a second server also introduces an overhead. (see http://moodle.org/mod/forum/discuss.php?d=162597&parent=712528 ). Virtualization too introduces an overhead.
> What do you recommend to install on which server? Or are there better possibilities to split the moodle installlation on the two servers?
If you have to go for many servers, there is also various clustering methods. Search for that term in this forum. You'll find the 'Advanced Search Facility' mentioned in the intro useful.
BTW, you haven't mentioned the operating system of your choice.
> The files (moodledata and htdocs) are stored on a network share on a other server.
Do you mean a third server or an appliance? Why?