Found it here. To wit:
NOTICE
WordPress MU is not allowed to be run on our shared hosting servers. If you intend on running this under your account, you are required to be on a Private Server.
Now at least I know this early I'm not going to that direction. I love WPMU that they wouldn't even support it.
I believe most of us here don't recommend using a shared server or hosting for hosting wpmu unless it;s a very small install or one that doesn;t allow new folks to create their own blogs.
http://mu.wordpress.org/forums/topic/12308
Hostgator would allow use of MU on shared servers. At the same time, I do agree with much of the criticism, that if you use gain a lot of users and/or a great use of RAM/CPU resources, you will have to jump to a dedicated server to have the best use.