@Inxsible:
This could be interesting as I recently obtained a Supermicro server with Intel Xeon E3-1240 with 4 disk bays and 2 Intel NICs and ECC RAM. It also has a LSI MegaRAID 4 port SAS card installed.
Since the machine is way too powerful to be just a pfSense router, I too was thinking about setting up pfSense in a virtualized environment and using the server for some other things. I already have a 6 bay FreeNAS box, so this could either be a backup or a 2nd FreeNAS box. Unfortunately I do not have much experience with virtualization or ESXi, so I hope to learn more from this thread and others.
Follow this guide, it's quiet simple once you get it. I'm sure you know more about networking than I do, which will help.
https://doc.pfsense.org/index.php/PfSense_on_VMware_vSphere_/_ESXi
In short:
Create a WANvSwitch
Create a LANvSwith
Create a PortGroup for WAN (Finally you should place Pfsense as the only DHCP-client in this PortGropu)
Create a PortGroup for LAN (for your VM's and all devices in the house)
Create a a separate LAN port group on the LAN vSwitch for the ESXi management interface. Somehow you can't create a VMkernel interface on the LAN PortGroup, but it's connected to the LANvSwitch, so all the same.
Your cable provider could check your MAC address and you might have to unplug your cable modem for a few minutes.
You can even test first and start with virtual switches that don't have a a physical uplink, so you won't bring half the network offline if you misconfigure something. If the Pfsense has 2 interfaces and the LAN interface will have 192.168.1.1/24 as it's IP and you are running a DHCP server, just spin up another VM in the same LAN port group and you'll quickly find out if that's working.
It's a good idea to use static IP addresses for your ESX management interfaces on LAN. You shouldn't need one at WAN in the end, but it might be handy if your Pfsense VM is not connected straight to your cable mode, although I guess this could be a NAT in NAT.
You should be able to enable passthrough on the LSI-controller. Log into your ESXi box, go to hardware and you will see your PCIe devices and a "toggle passthrough" button. You have to reboot after this, but then you can attach the PCIe device to a VM.
Anyway, I'm not great at explaining this. Just follow the pictures at https://doc.pfsense.org/index.php/PfSense_on_VMware_vSphere_/_ESXi and let me know if you get stuck anywhere.