Another benefit in running nested ESXi under VMware Workstation is the ability to clone the entire environment(s), not only Check Point component VMs. Sometimes my builds include bunch of other VMs, such as servers, routers, etc..
This way, you have the ability to switch between differently configured and behaving infrastructures wile preserving baseline versions.
In a stationary lab, I am using vSphere server to achieve same results.
Some of the builds I am involved in require pre-staging the actual physical appliances for shipping and deployment in multiple geographic locations.
In such cases, I am relying on a combination of a pair of Cisco switches configured to simulate MPLS routing for the intranets, Check Point 1430 emulating the Internet and providing access to external resources, such as CPUSE and occasionally, trunking to ESXi with additional virtual routers for dynamic routing scenarios, accurate WAN emulation with bandwidth limiters and packet loss simulation.