It's not a good idea to use a Type 1 hypervisor like VMware ESX/ESXi, Hyper-V, Xen, etc, for a desktop workstation. They are designed for server use, and you will not be able to use USB or Firewire ports or use hardware accelerated 3D graphics.
You would be better off using a hosted virtualisation program. I think VMware Workstation would be ideal for your use, until MokaFive becomes available.
EDIT: There is a trial of MokaFive available on the website.
New Information
You should have a look at Citrix XenClient, which is a component of the XenDesktop suite, but is also available standalone for free, for up to ten clients.
Unfortunately, it seems to be only compatible with certain OEM brands of laptops and workstations (where the hardware is known).
I've not got around to trying it out myself yet, but I plan to use it soon.
Best Option: Hyper-V (free)
I have only just now noticed that you are open to using a separate thin client and server setup. This will allow you to use a Type 1 hypervisor intended for servers, for workstation use through RDP. The VMware ESXi hardware compatibility list is quite restrictive, while Hyper-V can run on just about anything. Hyper-V also has a very big advantage for what you want to do - RemoteFX. This will allow you to use hardware accelerated 3D graphics cards on your Hyper-V host (your graphics cards are supported!) through RDP. I think this will work very well for you. You may want to investigate if a gigabit switch and dual-gigabit NIC teaming will give you even better performance with this setup with powerful graphics cards.
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Windows 8 includes a bare metal hypervisor which it runs on top of - Client Hyper-V.
Best Answer
Sounds like you want to have a bare-metal hypervisor running, and let one of its VMs have control of the physical screen, mouse, and keyboard of that same system.
ESX doesn't do this. The best you can do is probably get to a maintenance shell which is not meant for everyday use.
Hyper-V does this.
You might be able to manually set up a Xen-based system to do this, but things like Xenserver, etc. are setup to run like ESX.
As far as why, keep in mind ESX and such are enterprise products.
IT support/people already remote into servers, therefore they will be remoting into the VMs as well. No one is typically at a datacenter working from a local console. Providing a console/display at the local system is not a priority and would only be done if a severe problem arose.
Businesses are interested in virtualization for the purpose mostly of moving physical systems to VMs - in order to reduce hardware costs. So ESX and such want to be as thin as possible to keep overhead as low as possible, to support hosting many systems at once.