|When working with a pattern that calls for a lining, I make the lining up first, especially (always!) if the lining is made from the same pattern pieces as the garment itself. This is useful for a number of reasons. First, when I am making up a pattern, once I get through the fashion fabric, the lining becomes *really boring*, and I am tempted to cut corners. By making the lining first, I avoid the feeling of "lining letdown". Second, and most importantly, by making the lining before setting shears or rotary cutter to fabric, I can check my fit, and use the lining as a faux muslin. Now, I am a muslin hound, but let's face it, who wants to make a muslin for every single garment? By making the lining first, you can check fit on a much cheaper fabric, and transfer any adjustments with a minimum of hassle.
Hope this helps!