I download before hand and save all of the above to thumb drives.
This is my routine for a clean install is once windows is installed and I'm at my desktop.
I start with the latest drivers for my key hardware, motherboard first, then video card, sound card, NIC and so on. I do printers and such later on as I need them.
The I do the major Microsoft updates, service packs if there are any, DirectX, IE, Media Player, Silverlight, Microsoft Security Essentials, Microsoft Office. Then I hit Windows update and keep patching until there aren't any left.
Then I move onto other stuff like Adobe Reader, Flash player, Java, etc. stuff I use right away.
The rest of my programs I just install as needed.