Been running running pfsense for YEARS under esxi.. Never had a problem with it. Even before freebsd added native drivers for the vmx3 virtual nics, etc. Before that under old vmware server version 1 and 2.. And even on virtualbox for a tinybit, etc.
I would stay away from usb nics to be honest. With vlans and smart switch you could get away with 1 nic on your esxi host. But better the more nics you have available in your esxi host, etc.