You'll need various modding tools before actually modding. I find it easiest to setup all tools first, so I can concentrate on modding without having to stop and set up missing tools.
You'll need the following, depending on what modding you do.
L4D2, and Steam because L4D2 and a few of the modding tools require it.
L4D2 Authoring Tools and maybe Source SDK.
A vpk extraction tool (to extract specific files from L4D2's vpk files), and a general-purpose text and binary-file tool, such as Notepad++.
For mesh changes, you'll need a 3D modeling tool, such as Blender or 3ds Max, a model decompiler, and optionally a model compiler tool.
For changing texture and other images, you'll need an image tool, such as Paint.Net or Gimp, and a VTF converter tool, such as VTFEdit.
For voice changes, you'll need a sound tool, such as Audacity.