The ESXi install was a bit of an anit-climatic event.
It's pretty easy. Kudos to VMware. Figuring out how everything is situated and how VM installs go was a bit harder. I was having a hard time wrapping my head around client vs. host. Once I figured out the ISO could be installed from the VSphere client machine's DVD drive, everything went smoothly.
Have a VM running Ubuntu 12.04, now and am getting ready to install another of Kali for some light Certified Ethical Hacker study.
This is kind of a lame post, so when I get done with my taxes, I'll do a screenshot walkthrough of the d/l, install, licensing, and then the install of Kali, for the ESXi noobs like myself.