sometimes i just jump right in
So far, I've just jumped right in on both of my skins. But then, I've never been much of a "rough draft" kind of a guy.
However, when I'm jumping in, I usually begin with the start menu, then taskbar. Then I'll completely finish all elements of the start menu & taskbar b4 moving on. Then I'll do windows, then all the other nitty gritty stuff.