The fewer mods you’ve installed, the easier it will be to pinpoint any problems or conflicts. You don’t need to fire up the save after every mod, but it’s worth checking a few times during the process to make sure everything’s working.
What I like to do is create a new, unmodified game, get somewhere like Riverwood and then create a save that I can use for testing. It’s also recommended to do a clean install of Skyrim and start a new game, especially if you’re going to be throwing a lot of mods into the mix.
Before you start turning dragons into 'Macho Man' Randy Savage, there are a few things you’ll want to install first.