It's very inconvenient to have them both as 1 machine. I've tried it before. Sometimes I just want to shutdown my gaming PC when I go out but that means I can't access my plex/files/vm. I ended up making a separate server. In fact, I split up everything into:
- Main PC
- XenServer PC (for deploying VMs & messing around. Plex in an ubuntu VM)
- FreeNAS PC
- PfSense PC
It's is so much better and if one goes down, the rest are still running.