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Depends. Sometimes it can be helpful to finish some parts before assembly because it is easier or near impossible to apply a nice finish once assembled. One place that comes to mind is tongue and groove joints if you applying a stain finish.
I made a table not long ago where the lower portion was enclosed with T&G panels. I stained these before assembly because they were to be dry fit and Will move during the seasons with temperature and humidity. That will open small gaps at the T&G joints. So that bare wood would not be exposed and ruin the look of the piece I stained all the T&G parts and the mating pieces before assembly.
"It's a table saw, do you know where your fingers are?" Bob D. 2006
If you'll be able to get sanders/brushes in there after assembly, then put off stain/finish until after assembly. Especially with jointing where glue will be imperitive to the overall sturdiness, put off staining until after assembly. Make sure to wipe off ALL excess glue with a damp rag. You can always scrape and sand later (incentive to keep cleaner glue joints).
I'm assuming you'll be "gluing up" the tabletop. Definately do that FIRST, then plane to final depth, and cut to final dimension. Don't try and glue up a bunch of strips to the exact dimensions. You'll always get slip. If the top's too big for your paner, you could do a couple intermediate glue-ups, then join those panels together and hand-plane the final piece.
I put it all back together better than before. There\'s lots of leftover parts.