She's a doll but I still can't watch Dexter.
I assume from the OP question that he's an armor builder. In the case of armor I always try to glue on all of the little details before I paint them. Plastic-to-plastic with solvent makes a really strong bond. The obvious problem with painting small parts and then gluing them on with CA (superglue) is that the bond then is simply how well the paint is adhered to the model.
For armor it all starts out the same color anyways, in general.
For aircraft I tend to paint the small parts on the sprues. In fact I've gone through my stash and pre-painted a lot of the kits. Interior green, rubber black, aluminum and silver. As Pawel notes, that means a second go around of touch up, but it makes for good clean color brakes. And it's not hard to go back and sand off the paint at the attachment points.
For ships, to the extent possible I pre-paint the parts. Again, there are usually very defined color breaks and it can save a lot of masking.
Just my opinions, there probably is no right or wrong.