The AE is capable of being used entirely on its own, but most people have it as part of a larger studio. The one thing you will want to do is record your music. Please see the Record Your Performance section for basic guidance.
For Guidance on interfacing with other hardware, please see the How to Eurorack section
Hardware you are planning to patch directly with the AE obviously needs to be sited quite close, but one option is that part of your AE is in a separate case you move to be by that synth/drum machine etc. What modules are in that case depends on what you are trying to do... Don't forget the AE can be battery powered quite easily via a USB battery pack. More info on that in this thread on the forum..
If you are planning to record your AE in a larger set up, then having 1 (or 2 if intending stereo outs from the AE) lead permanently wired to your patchbay is well worth doing. As there are "only" 2 I/Os available on the Power and Master modules the 4 I/O becomes a sensible proposition to help with this. If you are regularly plugging/unplugging leads you certainly should be considering a patchbay, or maybe a larger mixer...
The AE midi in is the easiest way to sync with most other studio gear, but you can use triggers (& CVs) from many pieces of modern gear. Machines like the Arturia Beatstep, Keystep and Minbrute 2, Newer Akai MPCs have CV/Gates out as well. Any drum machine with an individual out or trigger out could be used. The use of an individual out may not trigger reliably however, but that can be interesting!
Some synths do not use the 1V Octave system that 90% plus do; the most well know are the (original) Korg MS20 and it's siblings. This doesn't mean you can't use their LFOs, envelopes etc. however. You will need 3.5mm to 6.35mm leads to connect to the Korgs mentioned above.
Although not about the AE modular, this video is a good idea for a small setup, you could get a lot of AE modules in it!