I like Dave's "module" approach to building the whole setup. Allows for construction of discreet groups of things as budget allows while still feeling like one is making progress. Not counting the initial acquisition and cleaning of the compressor as anything but the kickoff, Module One would entail completing the compressor with intake and exhaust fittings and a fitting for the oil return. Module Two would be assembly of the oil coalescing filter with check-valve. Module Three would be assembly of the manifold with gauge, pop-off valve, etc. Plumbing—from the output of the compressor onwards (including the tank) is just part of final assembly since it is pretty simple (along with wiring). The final effort would be the mounting of everything.
So, Module One.
You'll see that the Kilby connectors came with Tube-O adaptors for those (like me) who need them. These simply seat into the top of the compressor before screwing down the fitting over them.