First, welcome! This is a fun place with fun and intelligent people to interact with.
OK, regarding DMX: In most situations you should skip DMX and continue to drive your laser(s) with software and a DAC as you have been.
I've built more than a few projectors, so basic parts from memory:
Case: Build or buy. If you build, you need optical plate (alum 5-10mm+ thick, longer or wider needs to be thicker for stability. You'll likely want risers to raise the optical plate above the bottom of the case. Power switch, ILDA connectors (male and female), power cord connector, power wire (e.g. 18 gauge), serial cable female and male connections if you want to wire a kill switch, key switch (optional for personal use), case alum (quality sheet alum 1.5-3mm thick), aperture window (optional), aperture cover (optional), fans with covers/filters, rubber feet, L alum to connect outer case components, screws, power and modulation wiring (22-28 gauge), solder, heat-shrink insulation, mounting bracket (optional).
Power supplies: one +24/-24V switching PSU 1-4 amps per channel or alternatively two +24V PSUs, PSUs for any diodes modules that you are building yourself and fan PSU (or share with diode PSUs).
Lasers: Complete laser modules for R,G & B and/or Diodes, diode mounts, thermal compound, colimation lenses, (correction (cylindrical and/or prism) lenses, lens mounts if multimode), pbs cube(s) if combining, diode drivers, connectors, spacial filtering equip if necessary (razors, spare alum, magnets, etc.)
Laser combining materials: Dichros (varies depending on order or RGB layout), dichro mounts.
Bounce Mirror and steering mirrors (varies based on design)
Scanners: Galvos and amps, associated cables
Misc: Facial tissue (for tears), paper towels, 3-in-1 oil, drill bits, taps (including spares), mounting screws, electrical connectors / interconnects, power cord, ILDA cable
Tools: (minimally) drill press, hand drill, jigsaw with metal blades, hand saw with metal blade, metal files (variety), ruler, marking pens, wire brush, rotary tool / dremmel can be used as an alternative for some of the above, electrical meter, laser power meter (optional), hex tool, screwdrivers.
That's all I can think of at the moment. I'm suspect I missed a thing or two.
-David
P.S. As Datsurb said, adding your location (specifically your country) to your profile will allow others to adjust language accordingly.
"Help, help, I'm being repressed!"