When Do I install the window?

[Hunterscabin]

The Cabin will be smaller, 12x16. I am framing the walls in town and trailering them up to the property.
Up untill yesterday, my plan was to install the plywood sheeting over the studs, cut out the door and window openings and install those when the walls make it to the property. Then "late advice" was to install windows directly into the framed opening, then install sheeting.
Was thinking that the sheeting certainly would make the walls strudy for traveling the 90 miles, half over dirt roads.
But, I don't want "the shack" look either.
Any suggestions? Do I need to step back and rethink?
Thanks as always

[MountainDon]

There is lots of advice, some good, some not. 

Tell us what the exterior wall finish will be. Details will vary a bit depending on what is inteneded for the final exterior finish.

A "normal" house will have the walls sheathed with the exterior sheathing (commonly OSB) right after the walls are framed. Then the house wrap or building felt (tar paper) installed. Then windows and doors installed and flashed for weatherproofing against rain. Then the final siding which is mainly the cosmetic finish... lap siding, stucco....

[Redoverfarm]

Don laid out the proper sequence.  Sheeting prior to loading and unloading will make them heavier.  In addition I doubt (might be wrong) that you will build the 16' portion in one section. If two sections that sheeting needs to overlap both portions.  Not too much a concern if it is one section.

Pay attention to the style windows that you have.  Some have a nailing flange which must be attached to the sheeting from the outside.  Remodels do not and attach to the rough opening.  Some have a raised portion to the exterior which the siding (finish) butt's up to.  By sheeting first you might have a problem in that the window will be recessed and very difficult to finish out and make it water tight.

[Hunterscabin]

AH! I "see" the problem/issue.  I did not communicate to "late advice" about my plan to put on OSB. I need to not be so slow on the uptake and speak up when something "just doesn't sound right"
I tend to mull things over and then go Wait a sec?
thanks Don.
Red, I was planning on one 16 foot section. Calculations told me that it would be about 230/240 in weight if sheathed at home. Going back to Home Depot and look at the windows one more time.
Thanks again for all the help and ideas. A great deal of knowledge in one room.
Happy Father's Day one and all