Following up to this:
The config database will never be particularly big so it is often used as well as the content database to help spread the load.
With respect to how many databases to provision, Workflow data is partitioned across the Nintex workflow databases based on site collection. All data associated with a single site collection will be in the same database. There is no need to have more databases than you have site collections.
We have not seen or had reports of any performance problems with single content databases.
As such, there are no hard and fast rules to the number of databases required. Logically, as the number of rows increase in the workflow progress table, performance querying this table will be impacted. We are not far off releasing some functionality that will allow an Administrator to nominate how long workflow history data should be kept - configuring this will reduce the number of rows and the size of the database.