Sand first, then cover it with a large trashbag. Add water. When the tank is half full, you can likely remove the plastic, then add rock. Fill up the tank more, then you can add your powerheads, heater, livestock. Fire up the skimmer because the water will be cloudy initially.
If you buy bagged sand from the LFS, it tends to be cleaner. That, plus the LR, will help the water clear up more quickly.
Have lot of saltwater ready. If you are using water from the old tank, you can move the livestock over easily. If you aren't, you'll have to acclimate everything to the new system. Try to match temp, salinity and pH prior to the transfer.