Never colocated, but did rent baremetal from OVH back when they didn't have any KVM and all you could do is wipe/reinstall, reboot and boot into a 2-3 releases old Debian recovery.

Definitely seconding the KVM remote access part: you really, really want that, or at least some way to hard reset your server if it crashes. I can't stress this enough. Even if you think you'll never need it, you never know when you'll have a kernel panic or need to do some boot troubleshooting, even just to run fsck. It's absolutely nerve-wracking to reboot a server you don't have any way to access other than SSH and looking at that ping window for 2-5 minutes while the thing boots back up and wondering it it will come back online or not.

If you don't have IPMI and can't have some sort of KVM for your server, I highly recommend having at least a PiKVM or something in there to be able to do remote troubleshooting. Ideally I also recommend (if no IPMI) setting up some sort of preboot environment you know will reliably boot (maybe something entirely in initramfs) that will boot up, get network and listen for SSH for a couple minutes before chainloading back into the main OS so that you can at least turn off firewall/reset network to known good. Anything that will give you remote access independently of your main OS.

At least I had access to the recovery environment from OVH, but even then, that thing took a full boot cycle to boot up + some more time for them to deliver the credentials by email (that better not be hosted on that box itself), change a config file, reboot again. Legit 10-15 minutes between each attempt and little to no way of knowing what happens until you boot the recovery again. It was horrifying, can't recommend.

IPMI saved my ass a few times and I'm never getting another box without it.

This is good info! I'll follow up with the provider. Unfortunately even though I live in a large city, of the two dozen or so places I contacted only two of them would consider less than a half rack.

consider server motherboards with KVM over IP capabilities

I had not considered this. My plan was to initially just swap the consumer grade stuff I have over to the 826 since it supports ATX, but now I'll reconsider. Remote KVM has come in handy a few times with my dedicated servers over the years, so lacking that would suck pretty bad. I don't know that I won't have access, but several of the other providers stated on their websites that shared cabinets won't have physical access (which I honestly would prefer since I'll have several thousand dollars in hardware sitting in there).

Data centers are businesses and as a costumer they should be answering your questions about their operating policies. If they aren’t consider a different DC.

Great point and I totally agree! Just didn't want to walk in like a complete noob asking a bunch of dumb questions if I could prevent it.

You’re no longer behind a home router with a firewall that has sensible rules, so it is now up to you to avoid getting pwned and footing the power bill. It is also up to you to avoid spamming out stray traffic.

Thankfully I've got quite a bit of experience hardening servers exposed directly to the internet. *knocks on wood* So far I've managed to not get pwned by turning on automatic security updates, keeping open ports limited to ssh with password/root login disabled and reverse proxying everything. If I need access to something that doesn't need to be exposed I just port forward through ssh.

You’ll also need a security device like a firewall or router

This is one of the major reasons I'm moving to Proxmox. I'm going to virtualize OPNsense or pfSense and put everything behind that. I guess I should have said that I've host multiple dedicated servers over the decades, so from a security standpoint I'm pretty familiar. Really just trying to focus on the hardware side since this is the first time I will actually be responsible for managing and maintaining the hardware.