Oh man, my suggestion buy a used dual socket Xeon V2 (or V3 if you can afford it) server with room for a GPU. The price for performance is pretty unbelievable since you get a whole system, which you can run ESXi or whatever flavor of hypervisor you want.
V2/V3 Xeons are dirt cheap on ebay and if you don't mind a little risk the ES versions are mighty cheap for what you can get.
I just got Dual 2667 V2, 96GB of ram, dual 1200W PSUs, and room for 20 SAS2 HDs for less than $1,000 (replaced the 2637 V2s that came with the system). I'll note power consumption will be quite a bit higher, but power is pretty cheap where I live.
.... I'll be really stoked in a few years when the Rome chips are available used.