My comments are based on being a professional pipe-bender and making custom exhaust systems, NOT based on experience from doing a 69-70 Shelby, so please confirm a response from those who have done those cars personally and take their advise possibly alongside of mine. You could actually go either direction(front to rear or rear to front) but I would start at the front if it were me.
Reproduction systems often have "clearance issues" needing to potentially take everything or portions apart, sometimes several times. Depending on the quality of what you purchased, some items may need re-bent at a local muffler shop. There is no "best" way to foresee what kind of issues you might experience.
That being said, it would be best to NOT CLAMP down anywhere until everything fits correctly. Sometimes you might need to slip a joint further in or leave is only half way in to obtain a longer reach (or vice-versa) This could be an all-day event even.
Going with the design of the Mustang dual exhaust system you pictured earlier, I would do this on lift if at all possible. Two people would help to minimize banging and clanging. First, I'd do the H-pipe snugged up enough to be capable of minor movement, second one resonator pipe, third a muffler and somebody holding it up on the loose side, fourth the other resonator pipe and then the tailpipes. Now as far as the Shelby unique parts, I would assume (having NOT done the center port system) I would say that the crossover ought to already be in place, hanging on the before discussed "studs" and probably best without the rear valance yet bolted in. Again, that is my first guess at a good approach to connecting the tailpipes. I would think after having all of the pipes fitting good and loosly clamped at this point to fit the rear valance in.
Two things are always true about muffler work. 1.) you cannot "unbend" a pipe and 2.) you cannot "unclamp" a pipe either.
Richard