For me, I put everything that can go on the motherboard in before putting it in the case, CPU, Cooler, RAM, NvME. Then I put the motherboard in and screw in fans, AIO, and route the cables to the back and do some cable management before putting in PSU which I do last ( minus the GPU) as its easier to work in the case without those big power supply cables in the way. The last thing that goes in is the GPU and I leave the panels off until I see it Post.
As far as backups, I have that on a separate NvME/ SSD. I run O/S on a separate NvME and only use it for installs. All personal files are on a different drive. Makes reformatting a breeze
Ryzen 7800X3D - Radeon 7900XTX - MSI Tomahawk X670e MB - 64gb 6000mhz G-Skill Neo - Noctua NH D15 - Seasonic Focus V3 GX-1000W PSU - 4TB Samsung Gen. 5 NVMe - Fractal Torrent Case - ROG PG48UQ OLED