I quickly put together a similar rack based on your ideas that makes a little more sense for me, personally. It's a bit more expensive, but it seems like it covers most of the bases you might want. The reason people will tell you to go slow is to make sure you get the best outcome for your money. I planned a rack that was extremely similar to yours for my first purchases, and I'm glad I slowed down a little because I only ended up buying one or two of my originally planned modules. My original plan would not have been very fun at all. At least spread out your purchases over a few months... You will start to realize what you really need as you add a few things to your case.
Pamela's New Workout will be the master clock for your rack. This is how you would sync everything together so everything is in time. I'm clueless about Max, but I'm guessing your master tempo would come from Max through the ES9 into the clock input on PNW so everything is linked together (the ES9 also has a headphone output, so the HPO would be redundant). I also have no idea about the sequencing capabilities of Max, so I threw a Varigate 4+ in there so you can do some sequencing standalone, away from the computer.
Batumi and Zadar give you a huge variety of modulation choices with the 3xMIA serving as attenverters. You will want some plumbing, so the Links and Kinks suit that purpose. The Dixie II+ is a more fully featured VCO, and the Polaris filter is more versatile than the Doepfer, giving you something smooth and something more aggressive/acid-y in a single filter. I rounded it out with a stereo effects processor and a Disting to give you a bunch of extra functions. Others will likely have some good recommendations, so think long and hard about their advice.
Have fun and good luck!

ModularGrid Rack