Definitely the coop. In a short period of time, I've learned a lifetime of knowledge about lumber, lumber substitutes, hinges, hardware cloth -- I think I need to repeat again, hardware cloth (ouch) -- and shortcuts. I've also purchased no fewer than three more power tools and countless hand tools. So to anyone who says you get "free eggs," HAH!
A very close second is the need for dispatch and good technique. If you raise quail, you must learn to cull. It's part of the package.
But I have to close by saying that raising quail changed my life. I've lost 10 pounds because it has changed my view on food -- I now know for certain I am not meant to be a vegetarian, but I also know that I am also not solely a carnivore. Thanks to the best compost ever, I eat much healthier with a bigger balance of fruits and vegetables.
My cat eats better too. I'll save that for a whole 'nother story.