As the ServerApplication class is a descendant of XafApplication, we can use the Application Designer to setup the Security Strategy, Authentication Type and connection string. I believe it is more convenient for customers than instantiating and tuning the respective classes in code (it is required to recall their names at least). As a temporary solution, we can add the commented-out code with all possible configurations to the Application Server project template.
Thanks,
Konstantin B
We have closed this ticket because another page addresses its subject:
Designers - Provide a new XAF project wizard to make easy data layer selection between Entity Framework (EF) and XPO
Just blogged about one more possible solution at http://dennisgaravsky.blogspot.com/2013/01/a-trick-for-xaf-application-server.html