I've recently bought a 0-Coast and I'm very impressed to the sound possibilities it has compared to my desktop synths, so I decided that maybe it's time for me to explore the world of modular synthesis.
Here's my idea, I'd like to build a synth that could do (in order of importance):
1. Droney/Ambient soundscapes that change over time
2. Some weird sounds/bleeps and stuff like that
3. Maybe another synth line that do more regular stuff.
I'd like it to be portable because if i can get enough confidence with it, I'd like to try to play it live, so I've thought to buy a 7U 104HP Intellijel case as my first (I don't know if all the modules I need for the stuff I've wrote before can fit in it, but I don't think to buy a new module more often than every two months so I think I can expand later).
I'd like to pair it with my octatrack that I'll use for drums and percussions. I also have a squarp pyramid that I've thought I could use for sequencing the modular (I'm also interested in some eurorack sequencers but I think I can explore them later).
What do I need first?
It would be cool if I could use the first modules I'll buy with the 0-Coast, I don't need that it does all the stuff I said before immediately, I think for now I can sample what I do as I am learning to use them.
I'm also fascinated about trying a more West-Coast style approach of synthesis.
I know it's a big request but let me know what do you think about my idea and what path should I take to realize it, thanks so much!

You're on the right track.

First, you're buying a case that's larger than your immediate needs. You have your future expansion in order.
The Squarp will get you going for sequencing. I'd also check out the following: Ornamets & Crime (micro) and Temps Utile (micro). Between the two you have quantizers, Euclidean gates, gate sequencers, CV + gate/ADSR sequencers, etc. You may also want a simple hardware sequencer (knobs and/or faders) like the Befaco Muxlicer. I'd also check out the Mimitec Digitalis by Noise Engineering for a 4x16 step CV sequencer (useful for modulating filters).

I think the Squarp can do LFOs if I'm not mistaken. LFOs are great for evolving sounds, especially filters. Look into getting at least two ADSRs and at least four VCAs.

Filters. Filters are all about individual taste. Don't throw in the cheapest thing and call it a day. I see a lot of builds with a Doepfer Wasp filter chucked into the rack without any consideration for the sound. A good multi-mode filter is where I would start... like the Morgasmatron by Intellijel. You get two multi-mode filters. You'll probably want to add others and other types later... maybe even a Wasp :)

Next up, switches/mutes. If you're going to be performing live, being able to mute CV, gates, and audio is very handy. DivKid just released a quad mute that also has momentary functionality. Joranalogue has the Switch 4 that can do the same but also includes a 4:1 rotary switch.

Finally, effects. If you're doing ambient kinds of sound you'll definitely want reverb and possibly something granular like Clouds or the Intellijel Rainmaker. There are lots of options.

Finally, mixers and output modules. Intellijel makes the Quadratt that fits in the 1U row. The 7U case also supports line level outputs if you buy the Intellijel output module. As far as mixers. I went with with a Blue Lantern Stereo Sir Mix A Lot. It was under $250 and has two FX sends. There are plenty of options out there for mixers as well. It depends on your needs.

If you're West Coasting your sound, check out Noise Engineering's modules. It doesn't hurt to have a few analog oscillators as well. But for the time being, a Braids or Plaits module makes a great generic sound source to add to your 0-Coast.

Odds and Ends: sample & hold, slew limiting, noise (Intellijel also has a 1U module that does this)... oh and a logic module... it's getting expensive pretty quickly...

But the bottom line would be to buy one or two modules at a time and get a really good feel for them and experiment plugging them into the 0-Coast, especially modulating things you normally wouldn't.

Thanks so much for your answer, you helped a lot to figure out what i need and confirm some things I had in mind, I'm going to check all the modules you mentioned.
About VCOs, I have some doubts about what to choose, I know Plaits and I also wanted to try something more complex that allows me to do sounds which are difficult to obtain with my regular synths, I think I need at least three to do all the things I'd like to do at the same time. Surely one of the three will be a basic one but to start I'd like something that can give me a lot of possibilities.
The first should be good for the ambient stuff, I wanted to buy a DPO but I'm not sure anymore it's the right choice, I'm also interested in trying a wavetable one in the future. What about the Rubicon by Intellijel, could be good for what I have in mind? Or do you think a digital one is the right choice to start?

There's a new complex VCO on the market, just hit in the last month: VOID Modular's Gravitational Waves. It has everything you'd expect out of the DPO, etc, plus an onboard ring mod. The two big differences here are the size and price: 18 hp, $250. You could fit one of these into a DPO's space and only need to clear 8 more hp to put in a second...and two together cost less than a single DPO. Sounds like a win to me!

And yes, you do need three VCOs for maximal possibilities for sound design. Instead of the Rubicon, though...my take would be two of the above, plus a Doepfer A-110-6. That way, you also get TZFM capability along with a pair of West Coast-ish VCOs with a minimal footprint and minimal $$ outlay.

I have the Rubicon II. It'll cover your basic analog needs. It has a tremendous amount of range with a ridiculous number of octaves available. Being able to switch octaves quickly is a big plus in my book compared to the Tip Top Z3000 where you have to manually sweep it. It also servers as a complex LFO, which is an undervalued feature considering the modulation possibilities.

The Rubicon is only as good as the modulation you pass through it as with any oscillator. Lately, my philosophy is to start patching modulation ideas first and foremost then connecting the modulations to different aspects of VCOs, filters etc.

Having a nice collection of oscillators and a wimpy amount of modulation is no bueno and not a lot of fun. I'd definitely research Lugia's sage advice. Honestly, I think I almost troll these forums to get a reply out of him. :)

Heh...actually, my idea with all of those VCOs is to have them handy as either an audio or modulation source. All of them have that convenient VCO/LFO switch, which I wish we'd see more of as it's super-handy to be able to flip that and alter the oscillator function on the fly. Plus, given that the Gravitational Waves's oscillators can flip functions like that as well, you have the on the fly ability to completely alter the audio-range oscillator in one of those pairs by radically changing the FM rate. I like that; that functionality was one of the more convenient things about the ARP 2600's VCOs.

There's a new complex VCO ... has everything you'd expect out of the DPO, etc, ...
-- Lugia

Umm, been considering a WC style osc for quite a while but the usual suspects have a hefty price tag. Anyone have a pointer to some audio/video for this one?

Thanks everyone! Is the void modular oscillator only available in the U.S. at the moment? The doepfer one seems interesting too. So do you think a complex oscillator could be good for ambient stuff? I read somewhere that for example the DPO is a bit rough and aggressive, but I thought with the right effects I could get dreamy sounds from it too. Are there any VCOs that are more indicated than others for ambient/dreamy sounds? I ask because maybe I'm just fascinated by owning a complex one when instead I should focus on something else.

Complex VCOs are just as capable of doing ambient music as they are for creating gnarly, raucous racket. The deciding factor is simply how you use it. The nice thing about them, though, is that you can easily whip up complex spectra within one module...which was something of a key thing for the Buchla, which is where the complex oscillator idea comes from. In Buchla's synths, the main working method was to build up complex sounds, then run the results through a low-pass gate, basically a tandemmed LPF and VCO under the same envelope's control.

Anyway, the upshot is that you should be able to use a complex VCO however you see fit. The Buchlas were just as capable at creating delicate, atmospheric sounds as anything else, but the architecture allowed you a little "more" in terms of working with the sounds in real time.

Thanks very much for the explanations Lugia, I thought the same but I wanted to take away my doubts before spending money on something that I wouldn't need.
ModularGrid Rack
I tried to sketch a first idea, the Mutant Brain seems good for controlling the modular with the Pyramid. I left the DPO and added the Loquelic Iteras (of this I'm not sure yet but it looks like an interesting and compact VCO) because it seems the VOID Modular ones aren't available in Europe at the moment. As filters I thought of a dual Low-Pass Gate and the Morgasmotron as suggested by @ Ronin1973. The Quadra for ADSR. About the VCAs I think I need more, but I'm not sure what modules to choose. The same goes for the LFOs, I'm pretty undecided about what to choose. Perhaps some multi-function modules could be good for me, given the little space left? For now I have also left out the sequencers.
I would also like to add a sound panning module.
Am I missing something fundamental? What do you think? Thanks again to everyone.