Is a ceremony needed before fasting, like with Shabbat? I have never heard of it, but if we do it for Shabbat, both to end and to start, it wouldn't be strange to have some kind of ceremony before fasting. (I'm not referring to Yom Kippur).
Without calling it a ceremony, you are actually correct that there is a declaration that an individual who wishes to fast says during the minha amida of the day before a voluntary fast
Master of all the worlds, I come before you to accept a voluntary fast voluntary for tomorrow. May it be your will, Hashem my God and the God of my forefathers that you accept me with love and favor, that my prayer shall come before You and that you answer my entreaty in your abundant mercy. For You hear the prayer of every mouth.
On Mincha of the fast itself, he recites a similar statement (see siddur for more details or Shulchan Aruch Orach Haim 565:4).
On official fast days (e.g., 10 Tevet, 9 Av) there are of course similar prayers. What is special on voluntary fast days is a statement before the fast to "announce" it.
The fast days of Yom Kippur and Tisha B'av have a ritual meal before the fast (seudah hamafseket, the separation meal), which is a ceremony of sorts. (I know you say not Yom Kippur, but i'll address it anyways.)
The meal before Tisha B'av is a sad, mourning style meal, eaten on the floor in solitude. Many people have the custom to just have a piece of bread and hard-boiled egg. See Wikipedia or OU for a quick summary.
The erev-Yom Kippur meal is a festive one, a la a Yom Tov meal. People sit together and have normal food. See, for example, Chabad.org.