I wait till I can go no further with the kit before priming, the step before painting.... after all the filling, sanding etc are done. As for the small bits like drop tanks and such I wait till they are assembled but not on the plane to spray them. Otherwise with sanding I would have to reprime.
Small parts that do not need sanding after assembly (bomb trapezes on dive bombers, ordnance mounting points, lainding gear bay doors etc) get sprayed when the body does....