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The Moog and the Yamaha DX7 are drastically different. The DX7 uses FM synthesis, which is severely strange. Very different from the usual VCO/VCA/VCF analogs like the Moog.
For a long time, Yamaha litigated to defend its FM patents, but they have all expired by now, I believe. Casio's phase distortion was similar to Yamaha's FM, and managed to avoid Yamaha's wrath (so far as I know).
I'd start by picking one or the other. Virtual Analog (emulating analog synths) is all the rage since the Nord Lead and the Access Virus showed up. And a lot easier to contemplate. So I'd go that way if you want to walk with the hip crowd.
Start with good band-limited oscillators, make an envelope generator, do a filter. For inspiration, check out Welsh's Synthesizer Cookbook to see how all kinds of sounds can be make with a two-oscillator synth. I'd start by implementing the minimum features needed for those patches.
FM and PD are wild. If you go that route, it's all about chaining enough FM operators together in interesting configurations to get a spectrum of interesting sounds. Warning: it's a lot of work to avoid aliasing in FM.
There are two articles on CodeProject you might want to check out. Leslie Stanford created a Synth toolkit in C# (as far as I know it's completely managed).
C# Synth Toolkit - Part I C# Synth Toolkit - Part II
Also, I just found this StackOverflow Question which has some good links, though it's Java related