This is exactly how I got into modular, although my entry-drug was a Neutron. I thought a MI Clouds would satisfy my effects needs, so I got a Behringer Eurorack Rack (includes a power module) and stuffed it into my 19"-studiorack. Another filter would be nice, I thought. So it started ...
Well, as Jim said, several modulation and utility modules later the rack was full and I built a 6u 104hp-case out of beech wood, screwed some rails into it and continued my journey. And yes, it's expensive, but there are ways to keep the budget reasonable. Always check the classifieds, get clones where it's possible (and ethically justifiable) and think about DIY.