Ask HN: Anyone have dedicated, local, AI server?

I'm toying with the idea of trying to run some local AI models for both agentic coding, as well as trying to get into developing products on top of AI models.

I'm not, yet, looking into training models, but more about inference, while staying relatively on a budget. I have about €2-3k to spend on hardware, for a server I can run at home. I know that one can rent an AI inference server, but from my research, they tend to cost around €200-300/mo, which means that my hardware will pay for itself in ~10 months.

However, I'm quiet confused with what hardware to chose. I saw recommendations for Ryzen AI Max+ 395, in SFF PCs, but some people suggest instead to build a "regular" PC with Nvidia 3090 or 4090.

People who run small servers (as opposed to €10-15k beasts), what's your experience and recommendations?