What legal implications come with having servers in certain regions/countries?

Legal implications generally come up for:

Websites dealing with medical data / HIPAA

Accepting CCs / using an SSL certificate - SSL certificates and I believe the US government in general does NOT want you sending your SSL key outside of the USA (Canada might be allowed; I haven't looked in a while)

Obviously, any government related data should be kept in it's country of origin.

I recall EU having some specific rules but I can't remember them off the top of my head.

Really depends on what your app / website does / what it collects. If it's a generic every day site selling a product and you want to make it available in multiple countries for low latency - then just deal with the SSL issue.

Don't own servers in the US if not already in the US, else you get embroiled in the US tax system...