If you build a few kits, you'll find you'll have your own preferences.

Personally, I almost always build the tail surfaces first. Most instructions seem to do that as well. I usually build the wing next, then the fuse.

Like carrellh, I usually cover all the parts first, then assemble them. Rather than cutting away covering on the stabs though, I mark lightly where the glue joints are, and then just don't cover that section.

I actually like to pre-mount the radio gear before covering, especially when it comes to running pushrods. It's easier to make sure nothing is binding and easier to get things in position before covering. Depending on the kinds of pushrods I'm using, I'll usually pull them back out, cover, and reinstall them, knowing that everything will fit easily. (to do the pushrods, I'll dry fit, or tape the stabs, control surfaces, etc in place, make up the pushrods, then take it appart and cover the parts).