What hardware should I use ?
You don't need phenomenal power to self-host. Start with a machine recovered because it is too weak for office use.
If you want to buy new hardware, check first if it's suported by OpenBSD :
https://www.openbsd.org/faq/faq1.html#Platforms
ARM architectures don't require much power.
If you don't know where to start, APU are quite amazing : not too expensive, small, silent, require less than 10W and well supported. Actually, this documentation is hosted on an apu2d0.
Take a look at bsd-hardware too and do not hesitate to contribute.
What about OpenBSD on a Raspberry Pi ?
RPi are supported from 3rd version.
Read carefully instructions as you will need some files too boot correctly.