The last install I did was for E1 8.10 on Presentation Server 4.0 on Windows 2003. That worked fine.
I have seen messages that people have it working on Presentation Server 4.5, and the latest XenApp 5.0 is really just PS 4.5 with a few more plug-ins.
Quite likely, you will only be able to purchase licenses for Presentation Server 4.5 or XenApp 5.0, which means you will have to install onto Windows 2003.
Windows 2003 is supported with SP22 (your release), but Windows 2003 SP1, SP2, and R2 are not "officially" supported until SP23. Again, it will likely work, but be prepared for Oracle to say, "Oh, that configuration is not supported" when you call Tech Support.
Oracle pushes the certification duties of JDE onto Citrix, and Citrix doesn't list OneWorld as a tested and certified application. Rest assured that it should work. The final gotcha is that if you do wind up installing onto PS 4.5 or XenApp 5.0, turn off the memory optimization feature. OneWorld won't work with it on.