From my experience, you have four major subassemblies on a car:
1. Body
2. Engine
3. Interior
4. Chassis
I usually clean up the body shell, sanding out the mold parting lines, and fixing any imperfections like sink marks and such. Most folks prime the body before painting, then paint the gloss color. This is the most difficult part, getting a good shine. You may want to test out some techniques before painting your project.
The chassis, interior, and engine build up separately, and isn't much different from what you're doing now.
Once all the subassemblies are complete, the final step is putting them all together, and putting the final details on the body, like mirrors, chrome trim, windows and such.
As for your questions; I've never tinted windows, but you might can use Tamiya Smoke paint if you build it up in light coats (I'm sure some folks here have a better idea). It is not necessary to clearcoat chrome, it won't hurt it, but it doesn't improve it either. I do apply the chrome and windows last; I use a waterbase glue like Aleene's Crafty glue so if I make a mistake, I don't ruin the paint or fog the windows or chrome. I don't think you'll have any newbie problems, the only issue that you'll run into will be getting a good, smooth paint job.
Good luck and I hope you'll post them up as you build!
Glenn