Installing a new window without casing

I'm adding a wood double hung window to my house, and I ordered it without casing so that I could try to match the casing on the existing windows very closely. Now I need to install the window, and all the discussions I have read assume your window has casings. So should I add the casings first, or install the window and then add the casings? Can anyone point me to to instructions for installing a window without casings? My main concern is how to do the exterior flashing and trim properly.
Here's some more details on my situation: the rough opening in the stud-construction wall is framed and the interior wallboard is up, but I haven't cut through the 1x10 sheathing or the shingle siding. I understand that I can secure the casingless window by pinning it with screws through the jambs to the trimmer studs. Obviously I will need to remove the shingles where the casing/exterior trim/sill horns will be. Should I expect to remove additional shingles for the flashing?
On a related note, I plan to reside and resheath my house this year or next, so does that consideration affect any of my choices now?
Thanks, Wayne
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