By "stand-alone web server" do you mean embedded in your application? I have never used Indy, but I have been working on several Java applications using the Jetty library. The main advantages of this compared to the Apache / IIS proxy on the application server are its easier deployment and configuration, since the web service is tightly integrated into the application and you do not need to install anything.
If you have existing applications and this new application is allowed to be deployed in the same environment, I am sure that your sys administrators will want to use the existing application server. No one requires additional operational complexity, even if itโs a little easier for you to build. Adding another application to the application server is trivial.
Other considerations:
Security: network configuration, log files, access controls, etc. will have different implementations from your Apache / IIS systems, while others usually mean worse security. Simple things, such as SSL authentication, which sys administrators understand with Apache / IIS, will work differently with the built-in web server.
Performance: the embedded server is probably a bit more efficient, but a bit less scalable. Your coding decisions have a big impact on this, and with built-in servers it's easy to screw it up.
Development. I find that embedded servers are much easier to work with, as I can run them as simple Java applications instead of web applications, for example. Java Eclipse view instead of J2EE view with Tomcat integration.
I know this is an answer from a Java perspective, but I hope the general ideas apply to Delphi.
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