Depends how far you want to go really.
As a minimum you'd need a laptop, wideband lambda sensor, knock detection equipment and access to a dyno. So not a huge investment. The main thing is to get a good understanding of what you're trying to achieve and experience so you can recognise and resolve problems as they occur.
Some ECU manufacturers (including Syvecs and Link) allow you to down load their software for free, so at least you can get to know your way around it.
We use Syvecs for training as it allow us to show low level stuff like sensor linearisation as well as advanced features like gearbox control, can bus etc and most stuff inbetween.