We have 2500 users, and we use mysql lookups and immediate delivery.
The box is an p4 2.4Ghz linux 2.4.20 with 1Go of RAM, mysql4 and
splitted maildirs, no raid but XFS file system.
We have reported more than 2000' delivery by minutes (!!) with the last
exim4 with half ssl connexions and 2500 differents destinations maildirs.
(and immediate delivery process)