I usually do the vertical stabilizer with the profile fuselage before inserting the wing or horizontal stab, since it is easier to attach accurately, fillet, blend, and sand to a finish, without the other things being in the way or getting damaged. In fact, I build it as part of the profile structure. The fuselage is ready for color by the time I insert the wing. Filleted areas are roughed and not so ready, and through my many crashes, I have yet to break off a vertical stab or damage any fillet - not even a crack. My fillets are epoxy/microballoons or balsa.
SK