I have experienced creating this kind of PMO, but what is the purpose? Executive Reporting? Cost Control? Resource Utilization? Strategic Program/Project Alignment? I'm sure there are others. The impetus to create a new organization is usually driven by some agency pain point and knowing that will start you in the proper direction. My experience tells me that concentrating on the original pain point is the best bang for the buck initially, but you also need to understand the future of the PMO. It is best to iterate the parts you wish to control or change over time so as to impose the least amount of change on current processes and to establish one good practice at a time.
Often some Enterprise software are integral to this organizational process. In my experience, it was necessary to define, install and configure the features necessary to solve the initial pain point and then to incrementally turn on other features to improve the oversight or control of the PMO. Trying to do it all at once often proved disasterous. I always advise that you take some serious planning time to understand the WHAT of the PMO before you formulate the HOW. Once that is accomplished, it is easier to understand the practices and tools you need for successful PMO creation.