I can't say much about anyone else, but when I do a build, the mobo is the very first thing I install. The PSU is close to last; this way I can figure out what/where things have to go. Stuffing the unused cables over the DVD drive isn't going to hurt anything. It doesn't get that hot, so heat isn't an issue.
As far a tidy... that all depends on you... BUT the better the wire management; the better the air flow.
Check out this thread and look at some of the pics in there for some inspiration.
I would start from the last post and work backwards...
Rate the Wire Management Above You!