Step by step assembly guide.
Step 1: The Headset
Step 2: Attach Forks
You wan to make sure that there is sufficient pressure on the bearing cups, otherwise there will be play in the headset.
Step 3: Front Dropouts and Brake
Front dropouts - fairly obvious, but need to be well aligned for wheel to sit straight.
Step 4: Handlebars
Step 5: Attach Top and Downtubes
When attaching brackets, its a good idea to loosely tighten them because chances are they will need to be adjusted later.
Step 6: Seat Tube and Bottom Bracket
Step 7: Attach Top Tube to Seat Tube
Step 8: Rear Rails and Dropouts
Remember to put the chain inside the rear triangle before attaching the dropout.
Step 9: Mount the Rear Wheel
This is where you are going to make all of your geometry adjustments and tighten every thing down.