I always fit the ram before putting the board. It's become tight since DDR...I remember bending an ASUS A7M266 trying to get it in. (one of the first DDR boards)
One thing you might do depending on your case. When you have the motherboard made up and are about to put it in..STOP.
Put your hard drives and optical drives in the case first. Lay the case on it's side and attach any IDE / SATA cables to the drives and lay them over the side of the case. (tape them if you want to be sure)
Ive had a couple of cases that make it awkward to fit hard drives with the motherboard in position, and connecting IDE optical drives on my Lian is fiddly.
I know people who fit IDE cables to the motherboard before putting it in, but they can flop about and damage stuff.
I suppose the rule is to take your time and plan it as much as possible.
Nothing worse than squeezing your hand in trying to get a cable on that you could have done with ease a few minutes (and 9 screws) before.
I use the plug PSU in attach to motherboard with it turned of method, but it can be awkward as you have got to hook up the PSU to the board, and then your limited by the cable length. (applies to putting board in)
If you have an anti static stap....use it.
My worry really is mounting the CPU and heatsink, Iv've read about it loads of times and it sounds pretty easy but I'm worried that I'll put too much or too little thermal paste on and toast my cpu, is that likely?
We all have our own way of doing this..have a look
here and you see the thin line.
That would be too much if squeezed from the tube though, so look at the tape method
here.
A little goes a long way as shown
here on a Socket A chip.
Once youve done that, then think about overclocking depebnding on your cooler and temps.