Start with the screw terminals, which are easiest to solder and hardest to mess up. Then do the relays, fuse clips, headers and IC sockets. Then the resistors, then the zeners, then the caps. The bypass caps go on the bottom of the board, right to the appropriate pins. Do the active components (MOSFETS, 7805) last, wearing a wrist strap clipped to the half circle made from a TVS lead which you can see just above the word "Output" at the bottom left of this picture.
(Make the wrist strap from a piece of wire several feet long, stripped several inches at one end and looped around your wrist with a 100k resistor in series with the other end, alligator clipped to the free end of the resistor)
I found that using a tiny dab of hot glue at opposite corners of components that fall out makes them easier to solder, but I've heard that hot glue becomes conductive over time, so I've been using sticky tack instead, which I can remove after soldering the part in place.
Finally, socket the chips, install the jumpers and you're ready to program the MCU.
Make sure to install all the components in the right direction (resistors don't matter), and don't mix up the P and N channel MOSFETs.
When you install the sockets, align the half circle with the half circle in the silkscreen; it'll indicate which direction to put in the IC (although pin 1 is also marked for each one).