I assume by "esx" you actually mean "ESXi", the embedded version of ESX; ESXi is free from VMware minus some of the more advanced features, whereas ESX is not in any way free.
Regardless, to my knowledge both ESX and ESXi are only really supported by VMware in certified pre-built servers from companies like Dell, IBM, and so on, however, this doesn't mean you can't get one up and running that you've built yourself
The important thing, however, is to ensure that your hardware is compatible, as ESX(i) has very limited hardware compatibility compared to general purpose operating systems like Windows/Linux/Mac OS X. I can't tell you what to buy, as it will depend on your needs, but, there are many good resources out there that can give you some very good information on what to buy, and what hardware is compatible. Note, that while some hardware might not be officially supported (tested by VMware and certified to be 100% compatible with ESX(i)), it may still work just fine, as the hardware itself is likely very similar to the certified products, likely using the same base chipset, and just a slightly different featureset.
Some good links for you:
VMware Hardware Compatibility Resources:
http://www.vmware.com/resource...mpatibility/search.php
VM Help Whitebox HCL:
http://www.vm-help.com/esx/esx...ers_for_ESX_3.5_3i.htm
Ultimate ESX Whitebox:
http://ultimatewhitebox.com/
Of the hardware you will purchase, the essential items are the motherboard, I/O controller and NICs; keep in mind the latter two may very well be integrated into the motherboard, if they aren't, or they are but you don't intend to use them, the choice of motherboard becomes less important as a result. Other items (PSU, CPU, RAM, HDD, etc...), shouldn't actually need any drivers with rare exceptions. The graphics card won't either as ESXi will only ever use it to display a basic command console, and doesn't run any sort of GUI stack, so graphics drivers are effectively redundant.
Finally, make sure you know what you are getting into. ESXi is in the top end of heavy-duty virtualisation and is complete overkill for most. If you're doing it for kicks, or you have a genuine need that OS-hosted virtualisation can't meet, then go for it, but make sure you know what you're getting into. Bare-metal virtualisation isn't for the faint of heart.
Good luck!