Before you start, have semi-current (at least) versions of your firewall and anti-virus software on hand. Also Prime95 or something like OCCT and CoreTemp.
Build the PC. Assuming success
, boot and install the OS. Install the chipset drivers (motherboard CD), video drivers, and any other hardware drivers.
At this point, I run Prime95 while monitoring CPU temperatures on the breadboarded (caseless) system for an hour or so for testing, then install the system in a case.
Install the firewall and anti-virus software. Go online and download all the updates.
Then I make an image of the boot partition and save it to DVD. I install what I call my "base software load" - the apps and utilities that PC is going to run - and save all of that to a DVD. This way, I do not need to start from a bare drive each time I need or want to wipe the drive and start over.