Based on preference, do you build the computer in the case, or outside the case? I have a thing for building outside the case.
I've always tested the first Post Outside the case to make sure its all good and install the heatsink outside the case, unless like my last build where I used a H100i which I only put the mounts on first then did everything inside the case.. =P
It's much easier to install the CPU, RAM, and Heatsink with the motherboard outside the case. After that's all done, then I transfer the motherboard to the case and get everything else installed. The graphics cards and other expansion cards are always installed last.
I install my CPU, RAM, and heatsink outside, put it in my case, plug up all of my necessary power cables, and test boot. If it works, I plug up my graphics card, HDDs/SSDs/Optical Drives, and fans.
i install everything in the case, starting with the psu finishing with the hardrive and then case fans everytime.