Guys -
Very good questions, but you may not like the answer. You do what ever makes sence. Each kit is going to be different, and order might be different on each.. "Generally" if parts are going to be the same color, and should appear to be seamless, I'll assemble first and paint after, but not always. For example. even though large drop tanks are the same color as the ventral side of the A/C, it;'s "usually" easier to spray them separately, then attach them later, for me anyway. I just mask between the locator holes and pins, spray, then remove the masks when ready to glue.
With an airbrush, a little practice can get you off and NOT running in no time. I only use acrylics, and they dry so fast from an air brush, you really have to try hard to get a run!
As far as gluing on paiint, to get a weld, as with Tenex, you'll need plastic to plastic contact, I just use a hobby knife or razor blad to remove the paint. However, if the part isn't weight baring, a touch of CA (Superglue) will bond painted surfaces, so you do have options.
Archer out.