I'm feeling that I'm about done with this model. I would definitely paint the individual parts before putting it together next time. About next time: I think one of these is about enough, mostly because it was a pain to put together and paint but also because I've seen the game in play, and more than one is pushing it at a medium point value.
One thing I'm torn on is the base. There is a stupid level of detail on the base. Several horses, a few fallen riders, and a bunch of weapons. As you can see here, I've done a simple dry brush of all this stuff. It brings it out without taking away from the main model. It's also vastly easier to paint than going over all that stuff properly and then flocking the base. For now I'll go with this cheat, but I may paint and flock it later.