You're gonna need a rack and a power supply. Brace for the cost.
For a synth, you'll need a variety of modules. An oscillator, a filter / envelope generator (ADSR), a VCA, and an output module. You'll likely want an LFO. The signal output of a euro unit is not line-level so you'll need a mixer/converter unit.
You'll need a controller. Something like a keyboard that outputs CV. If you have a MIDI keyboard, you can get a module to convert the MIDI to CV. You could also use a sequencer. There are rack mount sequencers, rack mount keys, and various outboard keys like Keystep or Keith McMillen which send CV pitch & gate signals.
For effects only, you'd need a module that converts inst/line to euro levels (and a 1/4 to 1/8) so you can get your instrument going in. Then you'll want whatever effects modules you desire, and a unit to get then out. There are a bunch of effects modules out now, and some are mini DSP digital units. You might also consider a Bored Brain converter unit. The Transmutron will send instrument to euro level. They also have a converter box I forgot the name of.
Something like a Make Noise Cartesian skiff is a good starter. Pittsburgh Modular has a few pre-built units worth considering.