No particular order, actually. What I have done, is insall the fender to header gaskets on the studs, then header panel, headlights and trim, hood ornament, bumper bar, lower bumper cover, and then the grilles last (grille stops before grilles). I've seen others just build the header and then bolt it on, but to me there's too much there IMO. Easiest just to do the header naked due to being lighter and easier to handle, then finish it on the car.
For the rear, it was bumper bar, license plate pocket, bumper cover, tails, reverse lamps.
EDIT: Nope, I mis-remembered. I recall now I did the license pocket after the bumper bar before the cover. lamps went in last. Corrected.