A principle that applies to everything from packing a suitcase to warehousing is to put big things in first and stuff little things around it. A PC is no different; it is better to get the single biggest piece, the Power Supply Unit (PSU), in first. You will have more room to work, and won’t have to worry about dropping or bumping that big heavy brick into your delicate components.
When working in a smaller case though, the PSU can block access to other components, and those have to go in first. People replacing a PSU in an existing machine also face this slight complication. We will do it in a smaller case, with the motherboard and CPU already in place. If you are working in an empty tower, the procedure is largely identical but easier to execute and you can skip to the next section.
If you have a smaller case or equipment is already installed in the PC for whatever reason, look carefully at where the PSU will go before you start screwing it in. Make sure it isn’t going to block access to any connectors or such you will need to reach later in the build (or upgrade) process.
For example, in our SUGO-SG02-F case from Silverstone, as pictured, the PSU will go over the upper left corner of the motherboard. That

click to enlarge
is why we installed the
CPU and its cooler already. Also, the PSU will be above the 4-pin ATX connector and a chassis fan connector that we plan on using (in yellow and red squares, respectively in our picture) for an extra fan later. The 4-pin can be reached with the PSU in place since it is right on the edge of the board.
Dealing with the fan connector can be done in two ways. We can plug the fan in and do our best to keep it out of the way until the bracket where it goes is finally available in the penultimate step of the system build, or we can use small pliers for the rather finicky step of connecting the fan under the PSU. It boils down to preference and your access to tools. I have dozens of wee pliers about, and I had to keep moving the system around to get pictures, so I chose the latter.
Of course, you can’t figure out if the PSU will block anything until you answer one important question…