Assuming you have chosen your variant and decided on your weapon strategy, here is the logical order of assembly based on the sprue layout:
Use Part 59 (Left) and 54+53 (Right) for the sci-fi power-armor aesthetic.
This article provides the definitive —going beyond the pictograms to deliver a masterclass in assembly, customization, and tabletop optimization.
The official instructions tell you to glue everything together. Do not listen. For a Daemon Prince, sub-assemble as follows: