Since you only need 8 lanes on Windows (4 on Linux) for the most demanding GPUs, which run at 200-300W, 20 PCIE lanes (what I'm getting from my 9th gen I5 9400F with MSI MPG), allows you to run at ~750-1000W.
With newer GPUs this could become 1200W.
If you want an all in one system, where you can run 4 to 5 GPUs at x8 speeds, a Xeon or lower end Threadripper is probably your best bet.
I would go for older Threadrippers that have lower core count, but higher cpu frequency.
It could allow you (in theory) to run 4x 2080Ti (800-1200W) + 200W for the rest of the system = 1000-1400W at the wall;
with the possibility of expansion. Some of these boards can run 6 to 8 GPUs, topping out most breakers at 1600W.