Select the most appropriate idiom to fill in the blank.
John was always ________ about becoming a millionaire without doing any hard work.

The correct option is building castles in the air.

To find the most appropriate idiom, let us analyze the context of the sentence and the meanings of the given options:
The sentence describes John wanting to become a millionaire without doing any hard work. This indicates that he is daydreaming or making unrealistic plans.

Let us look at the meanings of the provided idioms:
1. building castles in the air: This idiom means to create unrealistic plans, daydreams, or hopes that have very little chance of succeeding or coming true. This perfectly fits John's unrealistic dream of becoming rich without working.
2. a storm in a tea cup: This refers to a lot of anger, worry, or excitement about something that is trivial or not important.
3. eating like a horse: This means to eat a very large quantity of food.
4. having an ace up his sleeve: This means to have a secret advantage, resource, or plan that can be used when needed.

Therefore, "building castles in the air" is the most appropriate idiom to fill in the blank.