I can tell you what I have:
It all started with my Apple PowerBook and GarageBand. I wanted to use GarageBand so I bought a midi-keyboard (M-Audio Radium 61). However, the midi-keyboard has no sound and I didn't want to be dependent on my PowerBook to play music. Because of this, I bought my first sound module, a Korg 05R/W, for about 100 Euros.
After that, I realised GarageBand was really crap. It does not support MIDI-out, so I couldn't use GarageBand with the Korg 05R/W. Instead of buying a new expensive music program such as Cubase or Logic, I bought an Amiga 1200 with MIDI-interface. Now, I'm using my Amiga 1200 with Bars&Pipes and I really like it.
Later, I bought a Yamaha QY70 for about 60 Euros. It is a sequencer and a music module in one unit. I want to use it to transfer drum and bass sequences to the Amiga, but I haven't got that far yet.
On Monday, I will get my JV2080 with two expansion cards (orchestral and session). I bought it for about 330 Euro.
If you don't know what you need, a good idea is to start with something cheap, then expand with more modules. Merging together the sounds from two or three modules might give a more interesting sound.
One thing which I would like to have is a sampler module, such as the Akai S3000 or something similar. My dream would be a Korg Triton Rack, but they are still quite expensive.
Regarding patch editors, I haven't really used one, but I imagine that if you want to upload a patch to a synth you could always do it through sysex messages, even if you don't find a librarian program for your synth.