They can go in any order except for the obvious ram cards that are smaller. I like to put the cpu in the front so it gets the most air flow. Next I/O, pattern, rom.
If the customs on the cpu dont have heatsinks I would advise you add them. Some had them some didnt. Some had them and they fell off.
So I take it you finally got your gorf? I just got mine running yesterday and spent the day fixing up four boardsets. I have a few extra parts if you need anything.