"collect data from everywhere"? This is a huge undertaking. Do you know how much data? Do you know how many hosts? Do you know which technology stacks? Do you know how long you want to keep the data for? Do you know where you are going to deploy Splunk? Have you even tried Splunk in a trial setting?
i totally agree with @ITWhisperer. You must understand your needs first and then you should ask some splunk partner or other companies/consultants to help you.
