If using acrylic paint, painting both sides of the wood will help it a lot from warping. If you build a kit that you want to stain instead of painting, do all staining before any gluing. If you glue first and get a little on any of the surfaces you want to stain, you will be out of luck. The stain won't take, anywhere the glue has touched. I have no preference for glue, other than it be a good cabinet grade glue. These are usually the yellow carpenter glues you see, not the white stuff. The yellow glues are much tackier, dry faster and are much stronger than the white glues. I like to paint and weather all walls before assembling them. It is much easier to paint a flat panel than after it is put together. I also like to paint all trim before it is put together. Makes a much neater job and takes a lot less time. I touch up the cut edges once it is put together, though. To keep the edges square, I use Lego blocks built into a corner shape. I then glue up the wall and clamp the Legos in place to keep everything straight. I usually prime all the wood grey, when I paint the structure. I can then chip, scrape or sand away some of the paint and it looks like weathered wood underneath. I save the screw off tops from bottled water and use them for holding a small amount of glue paint or weathering powder. I just throw them away when I am finished. Nothing to clean up.