So use expensive links last?
Not so much expensive (though that is part of it) but links that you do not know the worth of that you want to measure.
If you include links where you want to track their value you have have to have a good way to both see what they can do and a way to measure them to see if they are worth using. Now the obviously mostly applies to links that are more expensive because you are not going to really care about the easy and cheap links.
By waiting until you have a stable fairly high rank you can more easily measure what happens when you add a particular link. Then you can decide if the price either in time or money is worth the benefit. For instance if you have a link you are paying $50 a month for but it raises your ranking enough to increase your sales $250 a month then the link is worth having. If the equation is the other way than it is obviously not a good idea.