Work from left to right, top to bottom.
Especially when you work with dip pens where gravity plays a part in the ink flow, work on each line segment as a separate part of the letter following these general directions. There are exceptions to this (the cross pieces on the W, for instance, run right to left), but you still want to follow this rule as much as possible to save yourself some headaches.
Make all parallel lines first.
For letters like H or W that have sets of parallel vertical or diagonal lines, make each of those first before adding the connecting bars.
Move on to the curved sections.
The thing to remember about the curves is that you can go as far over and down as you like in a single stroke. When it comes time to come back up and around it's much better to stop and make it a separate stroke for the best line quality.
Add any cross bars.
For the few letters that require cross connectors, bury the beginning and ending of the line in the body of the lines they connect. Occasionally a calligraphy hand will have a serif at this point, but when in doubt, leave it out or add it as a separate stroke later.
Finish off with serifs and flourishes.
The serif style is often what separates one calligraphy alphabet from another. Whether a single serif per letter or multiples on each vertical leg, they should not be considered optional by any means.
Lowercase rounds are actually verticals with tops.
Many lowercase letters appear to begin with a half-round that seems to contradict the usual methods. This is actually a shorter vertical line with a slightly longer up sweep at the bottom, topped by a crossbar.