Hey Kevin, You will get LOTS of great advice, but let me give you my 2 cents worth just to get you going.
First, get an airbrush and a kit to practice on. Like any tool, it will take some practice to use it well, but you will very quickly come up to speed if you jump over to the airbrushing forum here and read some of the posts. There are some great folks here.
I paint the interiors and sub assemblies first: cockpits, engines, suspension parts, etc. I do the exterior last since I am usually closing fuselages up. In general, I paint whenever its easiest and is the least likely to get messed up during assembly (or will be easy to touch up later).
There is no right or wrong answer, so good luck!
Chris
On the bench: Academy 1/72 B-17G 'Blue Hen Chick'; 1/48 Tamiya Mustang III; Kitty Hawk 1/32 P-39.
Completed: 1/48 Tamiya P-51D Mustang - 'Show Bird', 1/32 Dragon P-51D Flying Tigers 'What if'; 1/32 Tamiya P-51D Big Beautiful Doll
Group build:1/48 Tamiya Mustang III; 1/48 Tamiya P-51D Show Bird