Some classic problems here. Have you ever been to http://highscalability.com/? Some good case studies there.
From personal experience if you try to share clients on one server, you will find that a very successful/active user will take up all the resources of the machine over time. We had one client in a SAAS that destroyed a shared server and we had to move him somewhere else.
I would rip out global enumerations into a service. You can make one central database for things like list of countries, list of states, etc. and put it behind a web service layer. Also in that database you can have user management/managing what server belongs to what user etc. You can make a management portal that reads/writes to this database for managing your user base.
If I was doing a SAAS again, I would start small and wait for the pain to hit. What you really want are good tools to address the scaling issues when they happen. Have some scripts ready to do rolling schema changes across servers (no way to avoid this once you have more than one server). Have scripts to take down machines while you are modifying the schema. Have scripts to migrate a user from a shared server to a dedicated one.
Consider setting up replication from a central database. This would pump down global information that each user partition/database would need without you having to write a lot of code.
But the biggest piece of advice I've seen - and experienced first hand - don't try too hard to build the next Facebook for scale. Start simple and see what actually happens before worrying about major scalability issues. You might be surprised as the user base grows what scales well and what does not.
