The research can be daunting at times, that's why RS25 is so helpful - it's all part of the process. You should start a build thread, this way you will have a clear way of keeping track of your build, and your documentation will inspire others too.
As for sequential order, it's a case by case basis with what parts you have and how much you're willing to spend. My advice to you is to purchase everything for your build first (if you can afford it), then create a plan of attack for the swap. Rarely is this goal attainable, but the main crucial items should be purchased first.
There's also considerations for JDM engines, I don't know what the going rate for front clips are but that would be a sound investment if you're interested. A lot of times the importers supply things such as 4/2 calipers, coilovers, even strut bars for a sweet bolt on affair.
As was said earlier, these cars have been swapped since the 90's so all the info is out there and searchable. Again, please create a build thread; I also love that Legacy chassis and am looking forward to seeing your progress. Good luck to you, they're a lot of fun.