Unless the gear has a power supply that can handle 240V as well as 110V, you'll need a step-down transformer. I once watched someone fry a 110V US power supply by connecting it to a 220V/240V mains socket in Italy.
As to whether the step-down transformer will affect the sound, I'm not too sure. On the one hand, I wouldn't expect it to make too much difference while, on the other, I can imagine scenarios where it might change current levels/characteristics and cause audible changes as a result.
However, not using one when you need one will definitely affect your sound, if only on the basis that gear with fried power supplies/internals doesn't tend to work at all!
Power transformers that are designed for only 60Hz can get very unhappy with a 50Hz line. They can overheat and/or saturate. 50Hz transformers are comfortable with a 60Hz line. Many components are designed for both 50 & 60Hz lines. Turntables and tape recorders often need their designed line frequency.
Note that US 110V and Europe 220V are values from the past. US is now in the 120/125V range and the European voltages are also drifting upward.
Europe is running closer to 230/240 these days indeed.
You might get a slight buzzing running a stepdown converter, depends on the quality. I'm running one here in Norway for some old gear that doesn't have the ability to run at 220-240, and getting some noise from the gear:/
Other than the slight noise...no problems so far