A lot will depend on what parts you are dealing with.
For assemblies where you need a solid join and that will require sanding to eliminate seams, usually you would assemble first, then paint. Examples are fuselage halves; top and bottom of wings, etc.
For "add-on" parts, like wheels, landing gear, antenna, it often works best to paint first, then attach.
For ships, I usually assemble the hull and main deck, then paint. But for the superstructure, guns, etc., I normally paint, then assemble.
Oftentimes, too, the parts breakdown of a specific kit might determine how to handle the painting and assembling procedure.
This probably isn't much help, since it sort of turns you back toward experimentation. Still everyone tends to develop their own style, and mostly it's trial and error; and then, error and more trial.
Good luck, and have fun with it--even the experimentation part.