About the turning the TX on first, off last.

On a glow plane, if a stray signal comes in that sends the throttle servo to full open right after you start the engine, you are going to be in a world of hurt. Since the plane does not need to be turned on, you can sometimes forget (don't ask how I know).

I am not that familiar with electrics, but I would imagine that a signal could throttle it up also.

The TX signal should be stronger than a stray signal. So if your TX is on, it would overpower any strays. The only exception is if someone else turns a TX on that is on the same channel.