Great advice here!
Stacked milled molding is a challenge as Holly mentioned... I use Liner Paper to bridge the seems on the inside as it holds up better over time than spackle, which will crack as the stacked molding expands and contracts seasonally. I use Liner Paper over tapewire anyway if I am going to paint, but not if I am wallpapering. I seldom wallpaper until the house is completed, but I leave out walls that hide spaces in front, and wallpaper in front first then add the screening wall.
I paint everything at least one coat before construction, as sanding after the first coat is the most important thing in getting a great final finish, and you can't really sand a fully assembled dollhouse.
I much prefer tapewire in new construction as it allows adding fixtures in the future... roundwire either feeds in-place fixtures or leaves an outlet so the fixture is energized by wire strung in the room, which I don't like. Tapewire is easy and fast, and can be designed to be very reliable (see www.dollhousewiring.com) and you can run it everywhere anyone will want a fixture any time in the future.