Is about time that I start delving into DNN module development.
Any suggestion for a "straight" approach?

I saw there are lot of resources around, I saw Christoc templates, so I should have enough infos to read from.

My first "concern" is this for example: which is the best way to setup the dev environment so that you can easily test changes to your module inside DNN? I mean... is there a way to build your module and immediatly see the changes inside DNN or you will have each time to package/reinstall the module through HOST > Extensions or grab the dll+folders and copy them inside DNN? Or there is an easier/quicker way to develop the module right "inside" the dnn install so to just build and test?

Max, I use build scripts to copy the files over to the DNN folders when I compile the solution.  If you want a copy of the scripts I can send them to you or post them somewhere.  

More specifically, I use the build events of the project that call a powershell script.  It takes parameters so I can use the same script for new projects with very few changes.  The script creates the files for the install, source zip file (if its a release build, if it's a debug build the source is not refreshed) and then copies the UI and assembly files over to the DNN site.  It only copies files that have changed so its very quick. 

The site recompile time is near instant for me.  Make your changes, hit F6 (or whatever key you set for the solution build) and hit F5 in the browser.  Done.  Simple.  

There are still areas of this process that can be improved but it works great as it is.  Let me know if you want a copy of them.