Unless you have a ton of money to blow, just stick with 1084 and build/buy a small propane forge to do your own heat treating. For thickness, I'd recommend 1/8", as anything thicker will just cost more and create an unnecessary amount of work for you... so unless you have a specific plan for a beefy knife, start thin. I buy mine from Aldo like many others. It's cheap, easy to work with, and gives great results with a lot of room for my newbiness. Spend your money on tools, not materials, if you're just starting up.
Ambition is good, but you're thinking a bit far ahead of yourself. Slow down, and do a little more research/reading; most questions you have can be found fairly easily with a little bit of searching... and you'll probably find out some other stuff you didn't know.
There's a reason people will recommend you start cheap/simple. You likely won't be too happy with the first few blades you grind out; it's more difficult than you'd think to create exactly what you envision in your head. I had about a 6 blades ground out before I was happy enough with one to take it to a completed knife. Using cheap belts and 1084, the costs were a few bucks each, so I had no qualms about "wasting" material. The practice was worth that easily. If you're learning on S35vn or Titanium, your costs are going to be astronomical (tenfold, if not more). Not to mention, they're completely different animals to use. Also, sending out for heat treat will run you around $20+ per knife, whereas doing your own in a forge will cost you some change... and you won't have to wait very long to get back to working on it. Plus, you don't have to feel bad heat treating a knife you aren't happy enough with to spend money on heat treat. You won't necessarily get the same results doing your own, but you'll get the practice that you need to eventually reach your ambitions... plus it's fun to play with fire

I've personally found doing my own heat treating to be very satisfying, but I suppose your mileage may vary.
As for other tools, I'd recommend some files, sandpaper, a 1x30 belt sander (buy good belts for it and it'll work pretty darn well), a drill, and safety equipment. If you like it and want to continue the hobby, start upgrading or getting more specialized tools. The only way you'll know what you need is through making. I'll often find myself saying "I wish I had that, it would make this so much easier." If I find myself saying that a few times, I know what my next purchase will be. If you get to the point where you're confident in your skills or want to use fancier materials and want a better heat treat, THEN send stuff out (or buy your own oven). As for shaping G10/Micarta, all you need is some files and sandpaper as well. A belt sander works great for this purpose... I still use my 1x30 for a lot of my shaping, despite having a 2x72.
If you wanted to learn to play the violin, you wouldn't go out and buy a Stradivarius and start playing Beethoven. You'd likely buy a starter instrument, learn the notes, practice your scales, and work your way up from "Mary had a Little Lamb." It's not to say you wouldn't one day play in the CSO or that you won't one day be making awesome knives, but you've gotta start with the basics.