You have a few options actually:
Local storage, embedded from factory, boot off USB, boot from SAN or even supported PXE boot:
Take a look at the ESXi documentation for more information:
As of now we have a few bl460c running classic ESX 3.5, but we're looking into using the free version of ESXi to be used as a temporarily solution for DR in case we lose the hosts and since the VM(s) are being backed up, we can easily PXE boot ESXi and mount the storage and get the VM(s) running. In a previous setup, we also had HP blades and they had local SAS 146gb which were mirrored for redundancy in case we needed to offload or create VM(s) locally. It'll depend if you want to invest additional cost for local storage if you know all your VM(s) will sit on shared storage, I like to have some local storage if I ever need to use it but can be expensive or additional cost as an add-on. This will hold true when we move to ESX(i) 4.0 eventually
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William Lam
VMware vExpert 2009
VMware ESX/ESXi scripts and resources at:
VMware Code Central - Scripts/Sample code for Developers and Administrators

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