Nice tank!

All parts that can be attached and painted the same color I glued on first. For those parts that couldn't, I painted them first then glued on. The only problem with that is if you paint over the part that needs glueing, the glue adheres to the paint and not the plastic. You must tape off those parts and or scrape off the paint before glueing. On my King Tiger I used the Zimmermit that came with the tank, but I think it was not accurate enough. If you do plan on putting on the Zimm, look for some other Zimm offered on the Web. Maybe a better Zimm.
I used an air brush on both. I used a Medium tip for the King, wish I used a fine tip to get more of a crisp line with the camo. I used strickly Tamiya paint for the air brush. It was 1 part Tamiya and 1 part Lacquer. Paint thinner will not work.
I used 2 coats of german gray for the base coat and 2 of the dark yellow, dark green and brown for the camo. To get a scrapped look or chipping, tear off tiny pieces of tape and paint over, then peal off. Or you can scrap off the paint exposing the german gray with a dull knife by lightly scapping.
For glueing, I used super glue. Here is my reasoning with that. If you use model glue or CA glue it adheres to the plastic. It forms a better bond but if for some reason you make a mistake or want to remove parts, the glue eats at the plasic since it bonds the two plastic pieces leaving a nasty scar. Using super glue does not leave a nasty scar if you make a mistake or remove parts. You can easily scrape off the dried super glue.
If you want to make a whethered tank you can bend parts or melt them. I had used a weathering system made by Bragdon.
There really is no right or wrong way of putting one together, as long as you have fun doing it. Don't get upset if you make a mistake, we all have. If it happens, make it look like a battle scar. I've made many mistakes! If you need help, just post. Everyone is very helpful here.