My answer is pretty much the same as Andrew R Stewart's above, and for the same reason that it's become a habit from working in bikes shops:

My method when assembling new bikes is generally to work front-to-back, top-to-bottom, with a few exceptions when it makes sense to hang something on the bike, or put a component that involves a sub-assembly together, earlier in the process just to keep things organized, or the handful of things it's easier to finish when the almost complete bike is out of the stand. Then I test ride the bike and do any final adjustments required.

Going in order helps me avoid missing anything even if I'm distracted, tired, unfocused, am interrupted during the process, etc.

When doing a personal build (vintage or otherwise) I might hang parts on the frame as I gradually acquire them, but when I have everything in place I always do a final checkover according to my standard procedure before actually going out for a ride.