After several occasions of winding up missing a part I made a checklist:
Action - a BAT may take a while
Barrel - might be a while too. I'm still waiting on a Bartlein I ordered in November
Stock - Another thing that may take a while.
Recoil Lug - Might come with the action, or not.
Trigger - Jewell but not as simple as it might seem. They come with/without bolt release, with/without safety - can be top right, bottom right, top left, bottom left. Some matches require a functional safety - some don't.
Trigger guard
Trigger hanger for some actions
Action screws - talk to the gunsmith
Butt plate/recoil pad
Reamer - I buy mine. When the barrels shot out I can have it set back or rebarreled almost exactly the same. Call Dave Kiff at PT&G and he can tell you what you want based on the brass and bullet,s) you plan to use. $150 and well worth it in my opinion.
Go gauge - Only need it once and can really get by without it.
Full length sizing die - then you can have your chamber cut to match your die, not try to make your die match the chamber.
Bases and rings - based on what scope you'll use,might as well get that too)
Bullets - If you want top name bullets,BIB, etc) it can be a several month wait.
Brass - Sometimes can be very hard to find. About a year ago Lapua 6mmBR was non-existant.
Powder - Some can be almost impossible to find, especially something like VV N-133.
Neck sizing die and bushings - I use Redding Competition dies for everything except 6mmBR.
Seating die - I use Wilson inline seaters. Some are special order or custom made - usually 30 days.
Rubbermaid laundry basket - Extra Large - this is where you keep the stuff while you wait for the rest to show up. Pick a color you really like since you'll probably be looking at it for a long time.
Now, a piece of advice that almost nobody listens to. It's a whole lot cheaper to buy a used custom rifle than build a new one. When you've completed the dream gun and shot it a few times, you'd be hard pressed to get 70% of what you paid for it.