I usually start with the room layout, sketching it on paper before I actually start building. If I have a general idea of what sort of shape the house is supposed to have, I'll do the layout like, "If I put the dining room here I can have a bow window here which will give me the sort of shape I want on this side," and so on. My basic idea is that the rooms have to make sense first.
Once that's done, it's: Walls - refining the layout - windows - doors - roof - wallpaper/floor together - furniture/objects for the kitchen or bathroom, whichever one I see first - furniture/objects for the rest of the house - clutter/decoration - landscape - lighting.
It's only by accident that I leave lighting to the end: unless we're talking about standing lamps in the living room or an especially grand chandelier that I want for the dining room, I always forget about lighting in general until I'm in the middle of doing the landscape. Lighting is more important than clutter, so by rights it should be dealt with before clutter ... but, like I said, I always forget.
Also, I have this thing about nice, round building costs. My last step is always to edit to bring the cost either up or down to a multiple of 1000, which generally means trading clutter for more essential items, and often involves slight changes in the floors and wallpaper as well.