Buy your fixture. Thanks to the miracles of technology, there has been a host of new DMX fixtures to hit the market. They also have a wide range within the cost scale. Your cost is going to be determined mostly by how bright the fixture is, how many colors it is capable of, and any extra effects that it can do.
Choose a DMX board that can operate all the functions of your fixture. Each function of a fixture requires a different channel on your DMX board. If you are planning on operating a few fixtures only for their color washing abilities, you can get away with a basic board for little cost. However, if you plan on integrating your color wash fixture with your other lighting fixtures, or plan to buy and use a fixture with multiple features, you are going to have to invest in a more expensive board with more capabilities.
Consider an all in one unit. Units like the American DJ CW-12 LED Colorwash System are self sufficient and have no need for a DMX control board. However, if you do wish to program the lighting to act a specific way, you will still have the ability to plug a controller into the fixture in the future. All in one units are capable of being set to show only one color, or a multi-color fade that will slowly fade between a host of different colors. If you are looking at fixtures for architectural lighting, this is your best bet.
Program your fixtures. If you are planning on using your Color Wash for performances with a DMX control board, then you will need to program your fixtures. These steps vary dependent on your board. Most boards you will program what is called a cue. To do this you select your specific fixture (or group of fixtures), and manipulate your sliders. Each slider is assigned a different function or color. Color washes work by color mixing so one slider will be red, one blue, and one green. These three colors mix to create 1000's of colors. Your other sliders will manipulate your dimming capabilities and strobing effect. Once you have all your sliders where you want them you then save the cue to your board.