Short answer - yes.
All depends on your style and the kit you're painting.
Personally, I prefer to paint fiddly bits (on an aircraft - cockpit details, wheels and tires, gear struts, props, etc) before I slap them on, but I prefer to build up the main structure before painting so I can fill/sand as necessary.
The P-47 I'm building now, as a quick example...I'm planning to paint and detail the engine, then paint the interior and exterior of the cowl before attaching it to the rest of the fuselage. That way I can mask off the red cowl ring and the engine opening all in one go when it's time to paint the camoflage.
On the Bench: 1/32 Trumpeter P-47 | 1/32 Hasegawa Bf 109G | 1/144 Eduard MiG-21MF x2
On Deck: 1/350 HMS Dreadnought
Blog/Completed Builds: doogsmodels.com