Your explanation of Annamoya is all right. Pranamoya means there are different types of airs, and the spirit soul is floating on the air, just like all the planets are floating in the air. This Pranamoya air is transferred by breathing exercises, but we have nothing to do with such exercises. Our prana, or life, is surrendered to Krishna. That is the first class yoga system approved by Lord Krishna in the Bhagavad-gita. This Pranamoya, Annamoya, etc. are different stages for persons who are too much engrossed in the bodily concept of life. Our philosophy begins from the point where we immediately accept that I am not this body; I am pure spirit soul, servant of God, Krishna. Therefore, these studies are meant for neophyte transcendentalists. But this devotional service is far above such platform. Regarding your last question, generally those who are attracted very much to Lord Caitanya and Goswamis are understood to develop to the conjugal love stage with Lord Krishna. So I am very much pleased, and I congratulate you.
Regarding your question about annamoya, pranamoya, etc. Yes, they are different stages of consciousness. Different living beings are situated in different consciousness, Some are satisfied in the matter of eating and sleeping, they are on the annamoya stage. Pranamoya means those who can simply survive in the struggle for existence. Manomoya means philosophical speculation. Jnanamoya means self-realization, vijnanamoya means application of that stage in practical life, and when there is the right perfection of life that is anandamoya stage or Krsna Consciousness.
So by the grace of Lord Caitanya, in this age our movement is giving directly the anandamoya stage, and anyone can visit our Temple and see how our students are in blissful life. Naturally they are in jolly mood by chanting, dancing, and taking Prasadam. Your regular chanting of Mahamantra and reading of books will keep you always fit for pushing on this movement. This formula should be rigidly followed by everyone of us.