For your use case, I really don't think you NEED the "best CPU;" the only thing that hits hard is Plex (guessing; vm's can be variable depending on what exactly they do). I'd recommend an E3 V3 build if saving power (and money) is priority #1 (It takes a LOT of power savings over a long time to offset $$$$ in part acquisitions). In fact I've been considering doing the same thing myself. The E3 platforms in general have ~40w idles instead of the E5's ~80-100w.so it would be better a system based on ryzen 2600 or a xeon 1245v6, the best cpu would be the new xeon e2176g but the price is really prohibitive, with the two systems mentioned above I would be able to have a good energy savings?
the main use of the server will be plex media server , dockers and one or at most 2 vm and pfsense
Also, I dislike running PF on the same PC that's housing everything else, and I'm a fan of hyperconvergence.