Hi Gert,
So if i buy the PBP3 Silver I can go on from there?
Yes, absolutely....
But is there a specific chip you want to program that the silver edition supports? Note that the silver edition doesn't support 18F series or the newer 16F1xxx series. The student edition supports an even less number of microcontrollers but it DOES support a couple from each family (except the 10 series), which might be handy, and it's even cheaper. If I were you, and there isn't a specific chip you're targeting for which you NEED the silver edition, I'd consider the Student Edition as a start but also making sure it's possible to upgrade to Silver or Gold if/when the need arises.

I saw that the Microcode Studio + wasn't that expensive so I probably go for that at the same time
While looking around I saw that Mecanique (the authors of MCS) give you MicroCodeStudio PLUS for free when you buy PBP3 from them - worth considering!

Maybe im a bit spoiled with the Basic Stamp and being able seeing what goes on in a very simple way.
I'm not sure how in circuit debugging works on the Stamps these days, feel free to enlighten me though.
What I can tell you is that I started playing with a BS1 ~20 years ago, quckly moved on to a BS2, then got PBC and later PBP after which I've never looked back. Once you get up to speed with PBP I honestly don't think you'll miss the Stamp. But you need to keep in mind that with the power and flexibility of PBP (but mostly all the devices it supports) comes a little bit of complexity compared to the Stamps. Lots of people here to help if/when needed though!

/Henrik.