The issue of Vendor support is a personal preference. You will find during your sequencing efforts, if you hit an application issue and want to reach out to the vendor for support, if you mention that you're using App-V to package and deploy, some times the Vendor will tell you that they do not support this. From my experience this is not a big problem for my customers, however in some cases, certain business critical applications which were not vendor support in App-V, were delivered as local installs due to their possible impact. The customers were more comfortable knowing that if certain applications have issues, they can get vendor support as quickly as possible without any reservations on the vendors part.
As per the Graph above. You can determine if the vendor supports packaging and delivering their product with App-V. You can do this ahead of packaging or only when you hit an issue with the packaging or delivery. You can opt to sequence or not based on this. If you choose not to sequence the application and the app is required offline, you should deploy it as a traditional local install. If it's not required offline, you could deliver using XenApp or RDS