Hi Thomas--You can put any pedals you want on a pedalboard as long as A) you have enough space, and B) you have a way to power them. Many pedals use standard 9V power that you can get from either a built-in power supply that comes with the pedalboard or by adding a third-party power supply to the pedalboard, if it's an unpowered one. Some pedals also use 18V power, and most power supplies and powered pedalboards support those as well. You will sometimes run across pedals that have non-standard power needs, which would make things more complicated for powering.
As for the Europe issue (BTW, congratulations that you're going to be playing in Europe, that's very cool), your safest bet is to get a transformer that you put between the local power and your board, which will convert the European 220V power to U.S. 110V, thus saving your pedals from being fried.
Concerning the pedals themselves, which type you use is totally a matter of taste. Other than a tuner, which every guitarist needs, the rest is up to you. Most likely you'll want overdrive or distortion, maybe a gain boost if you play a lot of solos, some sort of modulation effect such as chorus, phaser, or tremolo, and possibly a wah or volume pedal. But really, it's your call.
I hope that helps. I'd bet other Audiofanzine members will have suggestions, too.
