The Xbox One and PS4 use APUs. Meaning, that the GPU and CPU are on the same die, and share the same memory resources. CPUs like DDR, because of lower latency, but GPUs like GDDR, which has higher memory bandwidth.
With the PS4, the memory used was GDDR5, because Sony felt that the high memory bandwidth would better benefit performance. With the Xbox One, DDR3 was used, which created a big memory bandwidth bottleneck on the GPU. To help alleviate that, they put a ESRAM embedded memory on the die, for a small amount of higher bandwidth memory to use for things like AA and post processing effects.
In building your own PC, you don't have to worry about this as much. You can have a CPU using DDR type memory, and a videocard with a good amount of GDDR, preventing any memory bottlenecks. Only when you use an APU do you hit memory bottlenecks, because generally DDR3 isn't fast enough to drive an APU unless the DDR3 is running at really high speeds. With DDR4, however, I think that problem will mostly go away.