I've decommissioned SANs (HP EVA) with their pseudo-LUN 0 in both ways without real issues (except ignorable error messages that ESXi lost access to the pseudo LUN 0), it doesn't really matter in the end but it's cleaner and I prefer to follow the same procedure of umounting the LUNs like in http://kb.vmware.com/kb/2004605.
So run esxcli storage core device set --state=off -d [ID]to detach the controller.
After running this command, the controller device should show up as unmounted in the storage device view and you can unzone/trash the old SAN.
On the next rescan the device should disappear entirely.
You should then also remove it from the list of detached devices with:
esxcli storage core device detached remove -d [ID]