well once you got AMX X installed, all i really had to do extra is the Admin setting, which if you look in teh AMX X Documentation, should be under Configurations>Admins. Just had to add myself as the Admin and i was set. You just need to set the Stead ID method, no password need when you log into your server. When you all plugins and modules just go through the documenations to the appropriate section.
After that go through the configs files in the amx folder, and check the setting to your prefered values. Go through the listenserver.cfg and server.cfg file in
(Path to Steam Folder):\Steam\SteamApps\your@email\half-life\esf
and set extra settings like your server name (just remove the "//" and type your server name after "hostname" in double quote... i.e. hostname "MY Server") and timelimit etc.
Hope that helped.
KilledWithStyle is the best person to ask for server stuff, i think he uses AMX Mod X to.
**EDIT: It would be good if so one who knows what they are doing, make a thread on how to set up an ESF server using AMX or AMX X. A little tutorial. Ill have a go at it later if some one who knows more than me doesnt have a go.**