They are a lot of people saying you need day of defeat. You do not need day of defeat. Not a lot of maps use DOD textures. CSS and HL2 EP1 should be the only ones you need. If you still have texture errors get HL2 EP2 textures. After that you should be fine. If you still have errors you either didn't place the texture files correctly or your playing on a very old or poorly built map.
Edit: If you have errors for guns or objects (not part of map) you probably are missing server content like said above.