We didn't try much with AMD hardware, but here, for intel processors, what you need to run Windows.
All the processors from intel that support VT are the one with either 775 socket (but not all of them), or Xen processors. As Xeon are very expensive, and require expensive ECC memory, this is not our recommendation. Here is a section of the intel's site that will tell you what processor have VT feature set:
http://www.intel.com/products/processor_number/chart/
A good idea is to use a core2 processor, and then you will need AT LEAST the 975X intel chipset. The E7230 series and newer are a good choice too.
Your motherboard's BIOS also needs to be able to switch the VMX bit of the processor to 1. Most (if not all) motherboards that accept processors with VT feature will have the option.
After you boot under the Xen kernel, a "xm dmesg | grep VMX" should show that VMX is set to ON (and then that the Xen HVM VPS will work).