Well, there's a LOT of variables here. Are you purchasing the land and building for your location, or are you planning on renting? Are you putting the kitchen into the location, or is there already one there? Are you planning on making everything by hand, or do you want machinery to automate certain processes?
Just these three questions can each make a $50,000 or more difference in the cost of setting up your own shop. Giving a little more information could definitely help narrow down your question and hence the answer. Are you trying to do this on as little cash as possible, or are you thinking you'll have the capital to throw down a couple hundred thousand if need be? I'm guessing you're somewhere in the middle there with not quite broke and on a shoestring budget, but not strapped with cash you're waiting to spend on something ridiculous, right? lol
Myself, I'm working on putting together a kitchen in our church to work out of (loving the idea of not having any rent or property taxes for overhead; just paying the increase in bills, and doing various services for the church in exchange), and we're doing it on a TIGHT budget. We're about a third to a quarter of the way done purchasing the equipment (for a general bakery, not a chocolate shop), and we've spent about $2500 so far. I'm not sure how your health district, but ours requires a class 1 hood to be installed over any equipment that has the ability to cook oil (IE: ANY type of stovetop or range). If yours is the same, you'll need a hood to be able to cook any sort of ganache or caramel. That in and of itself is a HUGE expense. I'm hoping to purchase a used 10' hood for around $1000-1500 (craigslist is a huge boon in used equipment purchasing), but I'll still have to get a contractor to install it and the fire suppression system.
Well, that's a bunch of rambling that I hope made sense.
~Tom