PXE support on some consumer boards is a mess - often I have to use iPXE [1] just to get them loading from TFTP reliably. Now I've played with UEFI PXE boot, and it seems to be even worse - instead of requesting an "x64 bootloader", the NIC seems to request a "UEFI bytecode bootloader" which I haven't been able to supply.

[1]: http://ipxe.org/