If you don't have colocation already and the provider you are talking with doesn't build or supply systems I would suggest looking elsewhere with a provider who might be able to help you more.
Colocation can be a big deal when first getting into it and end up being a huge headache. Go with a provider who does colocation and dedicated servers is the best option and ensure they have decent remote hands who can help you.

Ensure you get a desktop system with a board that has IPMI access as well if you go that route.