I paint the inside of everything one-coat and sand down to the wood (glue doesn't stick to paint) before assembly. I also paint the outside of the Window Triangle, and shingle the Arch Triangle before gluing them in.

Watch the slideshow and prepare the parts ahead of time so when you are actually gluing the parts together you can move ahead quickly to get the parts tight and straight while the glue is slippery. There's a lot going on here, so doing a once-thru without glue will make it easier.

This slideshow shows several techniques for straightening parts during assembly (I use these techniques in most builds - it's part of working with wood). Once the glue is dry, the position is permanent, so be ready to use these to overcome the wood's shape wherever necessary.