I'm running VMwares ESXi on an dedicated Fujitsu Primergy box (old hardware), it's on 24/7 in the cupboard under the stairs.
Plex has it's own app on various devices, smartphone, console, etc.
PFSense comes with the ability to setup a VPN connection, so I use that to connect to home when I want to watch stuff on the Plex Server. The Sonar/SabNZBd/CouchPotato is mostly a set and forget thing.
ESXi is handy for whenever I want to try something out without busting up any existing VMs I have setup.