What is the typical order of work for a traditional setup:
alcove tub, shower, 3 tile walls.
Would it be a mess to install the entire tub and shower and then tile at a future date?
For an alcove tub with a shower, the tile is usually the last thing done.
Rough plumbing is installed, then set the tub with overflow and drain connected. Ventilation; fan housing is installed and rough wired, ducting installed. Lighting roughed in.
Install tile backer board (no drywall or moisture resistant drywall) on walls with appropriate water detailing; usually either 6-mil poly behind, or a topical waterproofing on the front face of the backer board.
When you install the backer board, you make cutouts for the plumbing and stub them out with nipples; tub spout stub out, shower valve, and shower arm stub out.
Finish plumbing; trim kits, shower arm and head, tub spout. Finish electrical; light trim kits and fan housing cover, etc.
Caulk as needed.
Not the only order to do things, but it's a logical progression for me.
If you were looking at two-part DIY construction...you want to get the tub in and the shower up and running, but you can;t do the tile until later on...sure, do everything but the tile. For temporary waterproofing hang 6-mil plastic or shower curtains on the walls.