You have basically all the ways to do this and several "issues" are involved with each method.
I lean towards Bobs routine as you need it assembled and lined up because the "adjusting" factor can wreck your nice paint work as well as totally screw the hinge bolts paint along with the hinge rollers,pivots and such.
The issue comes with painting the bottom of the shell and other hard to reach areas if the door does not open out much.
DB has about the same deal and the pilot holes drilled previous are a big help lining up but depending on work build up,some fine tuning is required. I haven't used the masking rope yet and have always back taped as Brian stated,just back or right at the edge inside on the shell. The back tape or rope gives you a soft edge and when you come back for the outside,it will melt in fine. A light scuff with a gray pad along the edge doesn't hurt either before basing the outside just in case you have some extra build.
Another issue can be using a touch up gun for the jambs and having a variance in color or metallic due to just the fact your using a different gun and applying it different. In the real world,you'll usually never notice this but for a real show piece this can be cause for concern.
As for your window,That will depend on what paint your using,