What other methods I can use for the upgrade?
there is no upgrade option avaible from Classic ESX to ESXi, you will have to rebuild.
Do I have to do a clean installation? Which file or configuration will I have to backup?
you could install ESXi to a supported SD/USB card if you guests are running on a local VMFS volume. Otherwise, if local, you'll have to use something like VMware Converter to move the guests somewhere else (local workstation), then import back in when complete. If you are using shared storage, just disconnect the connections to your storage, and rebuild. You can then browse the datastore and add to inventory the vmx files.
I assume this is a standalone Host?
I have to scenarios: one standalone server with ESX 3.5 update 6 and 3-node cluster with ESX 3.5 update 6, HA, vmotion DRS and the VM's are in shared storage (EVA 4400)
Do I have to do a clean installation? If this is the only option, what happen with the network configuration in all my ESX?
a clean install is just that, everything pertaining the build of the ESXi Host will have to be re-created. If you want to upgrade and retain all your information you'll have to go to ESX, not ESXi.
ESX can not be 'upgraded' to ESX - it is really a replacement.
You will be able to upgarde to ESX4.0, but not to ESXi - so you'll need to create a fresh instrallation.
On the up side though, you could if you really wanted to, upgrade to ESX 4.1 then capture a host profile for the host.(assuming you are licensed)
You will be able to drop this host profile on a newly built ESXi host, but will get several error warnings (though a large portion of config info will be transported)
This would provide some level of 'upgrade'
I currently have a prject similar to this on the go and am slowly going through creating an easier 'upgrade' including scripted deployment of the ESXi installation - once I have done the 'personality transplant' portion of this and dropped it on my blog, I'll post back here.