I start with either the predominant colour, or the lightest one, whichever I feel is going to be the easiest.
I paint, highlight and shade this entirely, as if the uniform is only one colour. Next I add the colour I've chosen to go on next, and carefully shade and highlight this completely, and carry on like this until all the colours are painted.
Working this way it is easier to shade and highlight, and the over all effect is better. Trying to shade and highlight little patches of colour after all the pattern is painted is much harder and tends to look patchy.