Aside from SSL, what features would one search for when looking for a number for Facebook applications?

Poor small-scale stuff - simple applications (PHP) and low usage volumes.

For instance, will it be smart to look for a host that's situated near Facebook's own datacentre to assist quicken things?

A shared server is going to be enough for those who have a couple of hundred customers each day around the application. I have undergone all phases of user trends from only 10 page sights each day to now everyday above 1 lakh page sights each day.. For any simple application shared is alright.. should you doing heavy memory stuff than the usual vps is going to be enough.. for those who have a lot more customers than you would expect than get a devoted. So begin with a shared. I acquired one out of the beginning from host gator but still works great for small applications.