It depends on the set, all my modular building were build on special dates like Easter or Christmas. I do not sort the bricks, I like searching and the sound of it. (My parents hate me for it when I build in the kitchen.)
But this is my routine for a set like the Apple Tree House from Creator:
1. Going to my LEGO cupboard and selecting the set I want.
2. Get the instruction manual from my card box stands or whatever you call them.
3. Get my different small (empty) boxes I use for sorting when I build big sets.
4. I don't build in my room because the chance of loosing bricks would be too high. (My room is a mess.) So I go into our kitchen and build there. (I'm still living with my parents.)
5. Build the set.
6. Going to my mini figure collection (all sorted into hair, heads, body's,...) and build the figure who fits into the set.
7. Done. :)