The better way to do it I think is to do the roof, then do the siding/windows together. Mainly the ladders to get on the roof, debris etc could damage the new siding and windows, while the new siding and windows shouldn't damage the roof.

a good roofer should be able to do a roof without collateral damage, however, if you're doing all of it, I'd do the roof first, but I'm no expert.

chrisk's suggestion sounds reasonable to me.

Q.) what kind of siding are you doing? If your using vinyl, then why do you want to remove the existing cedar shakes. That's a lot of extra work unless there's a good reason for it.

I was told that removing the existing shingles is a good idea (they were put on when the house was build in 1958), and are in bad shape (at least on 2 sides). Most of the contractors I've spoken to have suggested it. Also, if I don't, I was told that the windows would look sunk in if that makes sense.