Be very careful with STEAM/STEM it's a good idea but like "gluten free" it's become a marketing term more then anything else.
Also be careful that "...I'm determined that she'll have all the opportunities that a boy would have." doesn't turn into "Your a girl you can't play with dolls" I have seen this happen quite a bit, and it's very sad to see a girl that want's to be like all the other girls not allowed to play with dolls because their parents want them to be more like the boys. Now, I am not saying that's what your doing, I'm just saying that you should be careful not to, as your making your selections.
The good news on that front is until there maybe 3 - 4 they don't really get that boys are different then girls. Before potty training they don't even really notice that there are different "boy parts" and "girl parts" so you really have a long time to go before your get to the, wait, you know you can play with trucks too phase.
STEAM/STEM is really for older kids in the 6+ range to be honest. And again is marketing non-sense to be fair. Now that's not to speak out against STEM toys, or even the idea. But a code-a-piller is not going to make your child the next Steve Jobs, nor will a lack of one hurt. What you should do is find out what your child enjoys and then lavish those things that will turn that into a skill upon them.
That said, back to the messy board. First stay away from plastic where you can. Plastic fade and some things will "melt" or discolor it. After all the messy board is going to get a ton of different stuff on it. Try to stick with wood or metal which is generally a safer bet. My grandmother use an old cutting board for me and is was great. I suggest you make or use something close to the same. Having deep channels around the outer edges will help contain the finger paints as well.
As for decorations, you used to be able to get these glass paint by number things. They would work well. You are also going to want a lot of textual things. Bumps, knobs, ridges, and the like. Maybe some scouring pads shaped like a favorite animal or sponges in simple shapes. Make sure to use a lot of colors and a lot of different shapes. But keep them simple too. A green square of scoring pad. A yellow circle of sponge. A Red rectangle of rubber mat (the kind that has ridges), A blue triangle of bumpy wood. Even just drilling holes for pain brushes and markers in simple pattern can be great.
What you want to avoid however is a "Use this section for that task" instead you want the "attachments" to suggest things that they can figure out. The sponge is absorby, hmmm what happens if I wipe my brush there. The rubber section is tacky. Lets see what happens if I scrape my clay knife across it.
Finally you want to make sure that all your attachments can come off. You will need to replace them from time to time.