I would like to have access to AFP Share from our clients possible as soon as the server's system is started, without one of the users needing to open a local session on it (on the server) first.
I'm not sure but I think it was working this way with previous versions of OS X (10.6 or 10.7, we're running the latest 10.8) : as soon as you got the login screen on the server, AFP Share(s) were accessible on the network.
To be as clear as possible, I'm NOT trying to have the AFP Share automounted on the clients. I'm already using scripts and launchd for this, and it's working absolutely fine (with the obvious exception of the clients having to wait for a user session to be opened on the server for the Share to become available).
The server is a 2013 iMac and the disk being shared is a Promise Pegasus R6 (a Thunderbolt RAID drive).
2014-04-09 : still the same with OS X 10.9.x, neither SMB nor AFP share are accessible before a user open a local session on the Mac computer acting as the file server.
2015-09-08 : I gave up on this as it is no longer relevant for us, but ditto for OS X 10.10.x
Best Answer
I would set up a user to automatically log in and lock the screen immediately with a password (or as close to immediately as you care.) That will mount the external drive and start up sharin for all users.
Alternatively, you could drop the $20 on OS X server and have it mount shares at boot like you rightly expect a server to behave.