OK...let's see here. Answering questions and such...
"I have told myself that I would not get into modular synthesis due to the cost. Over and over again I would say "i'm not getting into modular!". Then I stumbled on a post on GearSlutz that mentioned Tangible Waves and here I am!"
Ha! You're totally screwed now! The patchcable bug has you in its grips...and it's like malaria! You'll NEVER get over it! But that being said, the AE stuff isn't Eurocrack...you can load up a build to ludicrous proportions and barely crack $2500 across a pair of 20-space x 2 cabs, for example. Same sort of rig in Euro would cost you plenty more, and be loads more difficult to carry around (one unsung benefit of AE: it's VERY portable!).
"I do have loads of synths, some semi modular, and am looking for answers on how these would/might integrate in my future AE build.
1) I have 4 volcas (beats, keys, bass and kick). Is there anyway to integrate these with an AE mod setup?"
Yes. You can use a number of different AE modules for this, such as the 4I/O and of course, the Master. It's also worth noting that Volca sync, being a +5 pulse, can go straight into an AE for clocking use as long as you have a ground established between the Volca and the AE rig. That last bit is very important since, like any other pin or banana patch system, there's no common groundplane continuity created by a two-conductor patchcord. There's also another device that Soundmachines makes, the NS1 Nanobridge, that can take both 3.5mm and pinpatch cables, and it has circuitry that protects the pinpatch side from overvoltages and negative voltages. It's intended for Soundmachines' Nanosynth, but that device has some very similar requirements to the AE system, so it makes a great (and cheap!) match if you need more than just the 4I/O and/or Master. It does require a ground and +5V connection from the AE to power it (and establish that groundplane) but adding the AE USB module should take care of that.
"2) I'm going to get a Korg Volca Modular someday. Is there any way to patch these in to an AE format?"
At present: sort of. Later on: presumably, yes. Apparently there's a bridge module in the works for this.
"3) I also have a Doepfer DarkEnergy and DarkTime. Same questions."
See the answer to #1 above. I should note that if you're going to get super-busy with interconnecting the AE with any-and-everything, the Nanobridges are potentially a best bet for your CV/gates, with the 4I/O perhaps being better suited for moving audio in and out of the AE environment (since it has the 3.5mm jacks, hence it can easily connect with grounding to a mixer or other audio jacks) if it's part of a large-scale rig.
"Other questions:
1) I have read earlier posts that said to get a double rack because you'll fill it up. But, I also see that now you can link them together, so is that old wisdom still true?"
Always leave room for dessert. Or more modules, as the case may be. Seriously, though...given the pricing for the AE gear, it's incredibly easy to add on new modules, cabs, and the like, so thinking ahead is a good idea. Just keep in mind that the Master module does have a current limit which limits one to an output for about four 20-space rows at a time. Still, that means you can power up a pair of those 20 x 2 cabs off of a single Master. Not too shabby. Also not too shabby is that you can fold that pair of cabs up and put them in a 49-key hard case with room for the P/S and a pile of patchcords.
"2) Is it more economical to buy piece by piece (may be the only way I can do this) or to get a packaged deal with prefilled racks?"
There are some prebuilts in the shop, and of course, they're stoopid-cheap! Both versions also have some blanks, so that you can add to them as you like later on. However, what I would advise is that you spend some time assessing what you need the modular to do, what you want it doing with other devices, and so on. Then sit down with some graph paper and a price list and plot out a few practice builds that feel right, then total up the damages. You might find that the cost isn't as bad as you'd anticipated, and that your build is very doable in a few batches, if not in one shot! F'rinstance...an Intellijel Morgasmatron (their current iteration of their dual SVF) will run you $389. However, you could get two of ALL of the AE filters (LPG included) and you won't get close to that price ($268, last time I checked xe.com). And sure, the Morgasmatron has more to it than just filtering...but even so, if you threw $389 at some AE modules to just duplicate (as close as possible) the functions there, you'd still come in at under that price and wind up with a module set that has more uses besides just a dual VCF with a lot of complex control/modulation capabilities. Which brings up an interesting point: while the Eurorack environment has a lot of snazzy modules with loads of functions apiece, it's quite doable to build up the same sort of functionality within the AE environment and still have money to burn. True, you have to use discrete modules...but given that AE is way more cost-effective in the long run, the results tilt in AE's favor as the pricing on any given Eurorack build starts to rise. That's why, for the current studio refurb that I've been working out and cost-optimizing for some time, the AE system threw a massive wrench into the idea that I would need a very large Eurorack rig to up the modular game here. Not that I'm complaining, mind you...