Drywall – Skim Coat after Primer

1. Ceiling first, if you're going to do it.
2. Strip the trim: it's a messy job and you will get stripper in places you don't want it. Actually, if you could remove the trim without damaging it, I would do that.
3. Paint the walls.
4. Paint the trim: you'll likely be using a small paintbrush on the trim, so it'll be easier to get sharp lines where it meets the walls.

Do not prime the drywall before it is taped and sanded. Do all your drywall work first, then apply your textured coating. Normally there is no reason to prime the new drywall or joints before putting on a compound based textured top coat. If you intend to use a textured paint instead of a compound based texture, then you would prime the entire surface with a PVA drywall sealer/primer before applying any paint coat. Assuming the texture is compound based, then let it dry completely and prime this with PVA sealer/primer before painting. Do not use a regular heavy based primer or paint/primer product on your texture. Use PVA. The reason is that PVA is very light and dries extremely fast and if applied properly won't re-hydrate or saturate you texture causing possible damage. Once the PVA is cured, (usually just an hour or so) you can paint over it with regular latex paint without fear of texture falling off.