An Auto Deployed ESXi server, will always have to PXE-boot, engage the Auto Deploy server or the vCenter database (if it has the information Image Profile and Host Profile information). This is because the ESXi Image is not stored on the machine but is loaded directly into the server's volatile memory. So every reboot requires the server to go through the PXE boot procedure to load an ESXi Image into its memory. Starting with vSphere 5.1 you can use Auto Deploy to install the ESXi Image onto the local disk of the chosen server. This process if referred to as a stateful install.
The following procedure will help you prepare a host for a stateful install.