(Heh, pretty much same answer as Ian... he beat me to it... but FWIW):
Hey Jim,
That's an interesting question. I think you will get as many answers as there are builders; there are really no right and wrong ways and much depends on the techniques and materials you are using (for example, airbrushing, vs. brushes, enamels vs. acrylics).
I think if you peruse some of the more detailed build logs you'll get some clues. For the D.VII, Ivo's log has a lot to offer:
http://forum.ww1aircraftmodels.com/index.php?topic=1288.0(Ivo likes to paint everything while still on the sprues.)
Some thoughts:
-- parts should be clean before painting. I wash everything with dish soap (Dawn) and usually further scrub with isopropyl before paint goes on.
-- With WNW kits especially, note how parts fit together and keep paint away from mating surfaces, tabs, slots, etc -- the tolerances are insanely tight. Use masking tape or masking fluid to achieve this.
There are at least two schools of thought when it comes to subassemblies and painting. One camp likes to build as much of the subassembly as possible before painting -- like the entire cockpit insert or the entire engine. The obvious benefit to this approach is the larger subassembly is easier to handle physically and you don't have to worry as much about paint fouling fit and adhesion.
I instead prefer painting most small parts individually, for a bunch of reasons, partly because I think it is easier to deal with the nooks and crannies, and also because I want to keep my (simulated) materials distinct, and thus its easier for me. I make little mounts for almost everything I paint, usually by drilling a small hole with a .3mm drill bit and mounting it on a wire or even a drill bit. You'll see lots of people simply leaving the part on a section of sprue, once finished all they have to do is snip it off and touch up.
In short, I think this is one area where you'll want to develop your own approach based on what makes sense to you. I will stress again to carefully study and test fit pieces where ever there is any question how they go together so that they still go together after you've painted them.
HTH,
--Bo