Ive managed to understand how my 4 state state-machine is working...
Attached 3 LEDs, and one button, for each button press, another led turhs on, and 4th power all off, that seems pretty decent.
But, when I start to consider combining one state with the FastLED-Colorpalette, it gets messy..
I Dont have any clue how much if the code needed to be within setup, how much in the "loop" for the given state?
(Ofc I know, I need to delete my ledpin_out, and replace it with one pin) 
Any know a tutorial telling a little about how to bring a state machine into some FastLED?

Septilion: What I can see, some small delay in the debounce routine is a good idea?
My code is like this:
#define button 3 //trykknap pin Digital pin 3
#define LED1 5 //LED1 på Digital pin 5
#define LED2 6 //LED2 på Digital pin 6
#define LED3 7 //LED3 på Digital pin 7
int state = 0; //integrer til holde
int old = 0; //integrer til huske sidste
int buttonPoll = 0; //integrer til huske nuværende stadie
void setup() {
pinMode(button,INPUT);
pinMode(LED1,OUTPUT);
pinMode(LED2,OUTPUT);
pinMode(LED3,OUTPUT);
digitalWrite(LED1,LOW);
digitalWrite(LED2,LOW);
digitalWrite(LED3,LOW);
}
void loop() {
//debounce rutine
buttonPoll = digitalRead(button);
if(buttonPoll == 1) {
delay(50);
buttonPoll = digitalRead(button);
if(buttonPoll == 0){
state = old +1;
}}
else{
delay(100);
}
switch (state) {
case 1:
digitalWrite(LED1,HIGH);
digitalWrite(LED2,LOW);
digitalWrite(LED3,LOW);
old = state;
break;
case 2:
digitalWrite(LED1,LOW);
digitalWrite(LED2,HIGH);
digitalWrite(LED3,LOW);
old = state;
break;
case 3:
digitalWrite(LED1,LOW);
digitalWrite(LED2,LOW);
digitalWrite(LED3,HIGH);
old = state;
break;
default:
digitalWrite(LED1,LOW);
digitalWrite(LED2,LOW);
digitalWrite(LED3,LOW);
old = 0;
break;
}
}