Installation of ESXi can be done from CD or with PXE but it can also be done from a USB-disk / USB-key. The easiest solution to create a bootable ESXi installation medium is to use the program UNetbootin that is available for Windows, Linux and Mac. You can download the program from the UNetbootin home page at unetbootin.sourceforge.net

It is common to run vCenter as a virtual machine. When the VM runs inside a vSphere cluster with DRS enabled configured to automatically migrate virtual machines you might loose track of where the vCenter-VM is running. When you need to troubleshoot the vCenter VM you might need to use the vSphere Client to manage that VM, but on which cluster node does the VM run? Therefor it might be a good idea to always run the vCenter VM on the same ESXi host.