Almost always before. It's much easier to to paint all the separate details like window frames and doors before they are on the building. Walls are easier to paint and weather if you can do them flat on a workbench. If you intend to light the building, you can paint the interior of the walls black to help stop light escaping. You can also add things like curtains and blines easier to separate pieces. You just have to more careful gluing things together to mess up the paint as little as possible. You will get a few areas that need to be touched up when you're done but you'll have a better looking building for the effort.
