Apart from cutters and loads of material to play with you will need a CAD program to create your stuff with and also another program to convert it to a cnc file. So you could need Autocad (expensive but I like it) but there are other good cad programs around that will be loads cheaper and then something like CUT2Dor CUT3D to make your cnc code. Again there are other programs around for this as well. Searching Google will give you a few days worth of reading on the subject. I'm sure some of the other guys will also add their recommendations for you to look at.

Ian