I tend to start with what I call multiplier jobs, ie those that if not done will add further ongoing costs. Doing them early reduces total cost.
The other first job is surely planning. If you can take the time to work the plan out not just quickly, but after a fair bit of thought, you can end up with a rather better result. Especially is this true in the area of space, often some patch of space can be repurposed for a significant improvement.
Insulation is well worth it with cavity walls, and if you're going to chop lots of holes/grooves in walls, you can inject the stuff via the inner leaf so it doesnt disfigure the outside. Ensure you keep the relevant piece of paper, as there will be no physical evidence left behind that its been CW insulated.
It will seem a bit trivial at this point, but if not done it'll annoy you for decades: network wiring. Get it in there before plastering.
There's a good thread on kitchen fitting:
NT