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Personally I'd just install Raspbian and follow the individual guides out there for setting up Plex server, whatever your favoured flavour of torrent is (and a VPN I'd assume) and SAMBA for NAS use.
You could do it with a monitor and keyboard but there is no real need as pretty much all of it will be set up using terminal. There are enough guides out there that you can follow step by step that it shouldn't be too tricky to set up. There's a linux thread on here if you get stuck.
Right, bit of a dredge but I've just managed to get pihole set up on my old Raspberry Pi B model that I've had lying around for years. It was relatively painless, although due to my router not letting me change LAN DNS I had to use the pi as my DHCP server as well.
I've now got a Raspberry Pi 3 Model B on its way. I've seen a bunch of suggestions and guides of various ages around setting up a Pi as a NAS/Torrent/Plex server with a USB HDD or two.
What's the best way of doing this at the moment? OMV? I know a bit about IT, but nothing about code, terminal stuff or Linux. What's the most user-friendly, GUI-centric way of doing this? Or have I just got to get my hands dirty and learn?