If the applications running on the Citrix Servers need to talk to other servers (Databases, Exchange, etc.), then you typically want your Citrix servers as close as possible to those destinations (i.e. same Datacenter). Otherwise if you Citrix to a "local" location, but then the application has to talk over the WAN to the destination (Database, Exchange, etc.) it may have a "long haul".
Again if your using a "local" location for Citrix, then all you've really gained (depending on server load) is a fast server that has to retrieve information from a long way a way. Then what's the gain over just having a desktop retrieve information from a long way a way. Unless that desktop can't handle the applications.
At this point you could use VPN to the Citrix Servers or Citrix Web Interface with Citrix Secure Gateway or there hardware product (Citrix Access Gateway I believe).