If possible, I always overlock all edges first before doing anything else.  Main reasons being it prevents loose weaves from unraveling as you work and all the edges are done so later you don't have to try do an edge that's in an awkward position.  If you don't have a overlocker, zigzag works just as well. 

Extending sleeves (pic 01) - it is best to extend the sleeve where the marker indicate but if the sleeve has no such marking you can extend it at the end but remember to bring the sides out a bit rather than just following the sleeve lines as they narrow and you might not get your hand through when finished.   If the end has any shape remember to cut the new end with the same shape.  

Sewing the sleeve (pic 02) - I find it easier to join the sleeve to the shoulder then sew the sleeve and side in one go rather than joining the sides and trying to set in a finished sleeve. 

Invisible zips - I've only ever done one and it doesn't look terrible or even bad but here is the best instruction I have found so far.  Apparently it is best to use an invisible zipper foot but I don't have one.