Seems like the exact list of differences between VMware ESX and ESXi has been a very popular question lately. If you're interested in all the details, I've got some great links to share:

What is VMware ESX server 3i (ESXi)
VMware ESX and ESXi comparison – VMware KB article
Networking differences between ESX and ESXi – yet another [...]

Doing a few experiments with VMware ESX 3.5 today, I've made a typo (twice!) when setting up a password for one of the systems, and this resulted in me locking myself out of ESX server upon the completion of its install.
Luckily, there's a rather easy way to change the forgotten password to something new, and [...]