I think MusicCity has the right idea. I would just add that studying the kit instructions helps me alot in this area, and each model is as you very different. For instance, if there are areas of the model indicated by the instructions that need to be painted, such as an aircraft's interior air intake. It will be very difficult to paint this tight-spaced area with a paintbrush later on. So it may be best to paint these areas before assembly. The same goes for tank, car, sci-fi and other modeling subject construction. The idea is to "be able to find an easy, most convieneint way to paint a part or sub-assembly so that it looks it's best when the model is complete." As far as painting the model parts while they're attatched to the sprue..I don't. Reason is, It adds another step (per part) in preparation for assembly to the model. I simply employ toothpics, tweezers, dabs of putty and other methods to hold the various parts while I paint. I can now add weathering washes, more detail, etc..without having to stop and clean-up sprue attachment points, sanding, etc. Then I all I have to do is simply attach them to the model. Another example of this, as you may have seen in FSM, is when some modelers will dry-fit the model with strips of masking tape. This gives the modeler a very good indication of any problems he'll likely have to solve, fit problems, missing parts, warpage, and also paint sequences. Next thing you'll know, you'll have aquired a system for building and painting models that best suits you. This is a tough subject to "nail down", because it's subjective to personal experience, like choosing the best airbrush! Look closely at the instruction sequences to help better determine when it's best to paint and assembly certain parts.
Hope this helps ya, good luck!
Greg Williams
Owner/ Manager
Modern Hobbies LLC
Indianapolis, IN.
IPMS #44084