The service console has a very large impact beyond the ability to access the console or via SSH and can impact
- the backup software or methodology you will use (popular packages like esXpress and vRanger don't support ESXi yet)
- you can't install agents for hardware monitoring / UPS shutdown / etc - if you buy ESXi embedded from the server vendor, they'll have CIM extensions but that monitoring is very basic today)
- custom scripts
HA differences - http://kb.vmware.com/kb/1004656
Networking differences - http://kb.vmware.com/kb/1003345
Other items
- there are fewer supported servers for ESXi on the HCL
- if you get your ESX support through a hardware vendor, they may be less knowlegable on supporting ESXi than for ESX.
- some find the setup more ackward, but those tend to have developed complex setup scripts that depend on the service console.
I'm using both and if I had to go 100% ESXi I would feel pretty comfortable with that. Search the ESXi forum for "feature" and you'll find a few other discussions on this.