I've found it easiest to attach everything (tools, tracks, etc.) except bedrolls and tarps to the model and then paint. When I first started into armor modeling I bought the book about armor modeling by Shepard Paine and that is what he suggests so I tried it and found it to be much easier. As he says, just relax, take a deep breath and begin painting (with a small brush).

For me it depends on what I'm building as the whether I mount and paint or paint and then mount the item. If I'm using PE for tiedowns etc... then its mount and paint. If its right out of the box, then I'll paint first and mount. Either way I end up going back and touching everything up just to ensure that the pieces stand out and looks good. For the woods items mentioned earlier, I paint the wood portions using acrylic paints and add a more realistic effect to them using Raw Umber, Burnt Umber, and Titanium White. I apply small amounts of each color to the entire wood portion, and then using a different brush that is dry, blend them. Once the whole "Sha-bang" is dry I'll clear coat again and apply a small localized wash to hit the tie downs and brackets, etc...I know it sounds like it is real involved, and to some it may be, but this is how I go about it. For items that I attach after painting, I wull use plain white glue. The reasoning behind this is simple, It won't mar the finish if there is a smear or something, and if there is, a damp paint brush or Q-tip is all that is needed for clean up. Secondly, white glue dries pretty much flat, whereas super glues dry with a glossy effect. Small items that aren't under pressure / stress don't need the holding power of superglue (my opinion) The majority of my built stuff still has all their equipment with 1 or 2 missing something that in reality was easily lost in actual combat or usage and the aren't readily noticable either.
Painting in regards to the tracks-case by case basis. Just my input. "Q"