The list of points below should provide a set of guidelines for the design, construction and management of a successful data warehouse in any environment.
Whilst the end result may well be a compromise based on affordability, if the general guidelines are not followed, success is not assured.
In this case, a properly organised data warehouse with a method of storage designed to multi-thread queries against more than one database at at a time would be a very suitable approach.
A successful data warehouse will grow to fill the needs of all who see the benefit of using it. You must expect it to grow. Therefore, the decision that was taken to build it on a PC initially may not be a long term solution. Do not limit yourself to a single operating system or a language or database platform that only works in one operating system.
A successful data warehouse should take advantage of ALL the tools in the market place available. Just because a software company builds a good database they do not necessarily build the best BI tool. And so on... Good "glue" can make them all work together, so pick the best of each.
A successful data warehouse can (and should) be run by a small team with the right tools and education.