If the server will only be serving up a very small volume of traffic, like say it is just a demo so you can show your work then yo can run your own server at home connected to a DSL line. It's hard to imagine how you could have more control over the server. Cost can be as low as you want. Older PCs sell from as low as "free". Then yo load the OS of your choice, Linux, BSD or Solaris.
The other way, and I'm actually doing this right now is to run the "server OS" inside VMware fusion on the Mac. If you have about 3GB RAM on any dual core Intel Mac you can keep a server running and never really notice.