I would go one step further and suggest virtually all of the major scenery components can easily be made, modular in form.
By way of example this entire farm scene is one piece. This does a number of things for you, including access to other parts of the layout and ease of working on this piece. As well as following prior suggestions of working on a specific area. Another thing that might really help, find some local layouts and go see what others have done. You can start on your layout, by mocking up an area by placing building(s), playing with elevation changes and even tunnels. Usually, this starts to lead to what feels natural on the layout. I find this can have a cascade effect.
As as to backrounds, depending on the level you plan to achieve(custom), if you are simply doing a generic sky/clouds you can do it anytime. However, if you really want to have the background work with the layout, I think you are better served by having most of the scenery pieces done. The backdrop in the second and third pictures was hung after the majority of scenery was complete. I prefer the layout scenery dictate the backdrop composition, if possible.
