I have a dedicated server that I would like to use ESXi 5 on. I previously had Xen and it worked great. Initial network configuration was a bit confusing. The problem I have is the hosting company has MAC filtering on, so basically I need to configure some kind of routed mode. This would mean that each VM routes traffic through ESXi instead of broadcasting on the network.
It doesn't come with this feature out of the box. However many people in your situation bring up a small router vm using something like pfsense to serve as a router and firewall in front of the rest of the vms. In this situation, the pfsense vm would have interfaces in at least two different vswitches. One vswitch would be connected to the LAN port(s) of the host and the others would be only internal to the ESXi host, not connected directly to the outside world.