There are so many FAQs on this topic, I´d just read into all of them honestly.
After that you can check out some youtube vids of build logs and see what crazy stuff some of those people are doing.
For getting started with "real" water cooling, imo there are 3 possible starting points:
1) Get a starter kit like AxlFone linked.
2) Go really custom and choose everyhting your self.
3) Start really really small with something like an expandable AiO unit like the Swiftech H220/H320 or CM Glacier 240. Just install it and let it run. Then when you are in the mood for some tweaking and tuning, start small again. Drain the unit and exchange the tubes or something like. The next time add a res, another rad or a GPU block or so. And so one.