Can I have an SFP port with a RJ45/ethernet transceiver on one end and connect the other end to a regular ethernet port?
That is perfectly fine and normal. You do not need a transceiver on both ends - just whichever side you intend to use an SFP/SFP+/QSFP port on. All you would need to account for is that they operate at the same speeds, really. For example, if the SFP/SFP+ transceiver only operates at 1Gbps or 10Gbps, and the copper port on the other side only operates at 100Mbps, you’d have a problem.