Generally I try to make it fit in with the scheme I'm going for in a way. No point painting arctic camo if I base them on a lava world.
If it's flock or something I tend to leave it to last, if it's sand it's done before priming then painted next to last; get it out of the way at the same time as weathering. Some things like snow you want at the very end though.
Cadians are thankfully versatile, their uniform is designed to provide camo amongst the grasslands they apparently have there, or had I have no idea.
But, they're seen everywhere really, which leaves your choices open a bit. Without protective head gear though I'd try to avoid lava, some forms of death world and extreme arctic.