quantum circuit with feasible gates for state preparation

The task of how to perform "Amplitude encoding" - given $vec{x}$, prepare $|psirangle = sum_k x_k |krangle$ - doesn't have a general answer. It could be accomplished by a depth-one circuit for a "one-hot" vector $x_k = delta_i^k$. Or it could take an arbitrarily deep circuit to produce a set of amplitudes resembling a discretized gaussian like $x_k propto e^{-(bar{x} - k)^2/mu}$.

In earlier "quantum machine learning" algorithms, its usually proposed that this task will be accomplished by an "oracle" (i.e. black box) or aided by "qRAM", neither of which represent a near-term or mainstream technology. A good reference to check out is Scott Aaronson's critique on these types of devices and algorithms.