I just assembled a bike for the first time and this is the order I took
1. headset/fork
2. cassette on rear wheel
3. bottom bracket
4. right crank
5. left crank
6. pedals
7. rear derailleur
8. front derailleur
9. seatpost
10. saddle
11. stem
12. handlebars
13. shifters
14. brakes
15. wheels
16. chain
(ride bike around for a bit)
17. headset spacers
18. cut steerer.
Really though I don't think there's a right or wrong way to do it. My major bit of advice would be to leave the fork uncut until you are sure what height you need the handlebars at.