I generally do the body and head with no arms as one piece, and do the arms+gun separately on FWs and Pathfinders. Putting the head on at the beginning has never caused any problems, and I prefer being able to zenithal highlight everything at once.
XV8s and Commanders I prime, base coat w/ zenithal highlighting, then do the black joints that are hard to access when it’s built. Then I’ll build it and keep working. Jet packs and weapons are always last to be attached.
As a general rule I try not to let any one part get “ahead” of anything else. It’s easier to keep going for me and save all the satisfaction of completion until the end, rather than have one or two completed, and the rest are caught up on after.