depends on the model and how it goes together, I think anyway. Im hardly a master, ok Im really really far from it seeing some of these guys work lol. but as far as order; I look through the instructions to get the big picture then decide from there. when possible I want to put it together and then paint it. but this creates some logistical problem with getting details to certain things that may become blocked after assembly. so Ill paint that first then assemble it; then possibly touch it up again but it wont need as indepth of painting and hopefully not in the areas I cant get to any longer.
I generally take that principle and apply it to everything on the model.