General considerations.

You can configure as many agents that you want, you can use the shell application or you can edit the configuration file manually at your free choice.

Same considerations about broker settings:

a greater log level will slightly decrease the performances because of the extra disk activity involved
statistics will not have a great impact over performances
client filtering will have some performance impact but not so big because the clients filter table are loaded into a temporary table at broker's start-up so the file don't get parsed on every client request
make sure you don't put in the WebSrcPath the directory that have programs that users are forbidden to run, if you need them in your application just put them in ProPath configuration variable.