You must decide if you want to use Windows boot menu or Linux boot menu like GRUB. I prefer GRUB my self. When installing GRUB I always install Windows on my first primary partition and make it large enough to handle the OS's needs. I make sure it is running happily and patched before going on. Then start installing the nix os's with the one holding GRUB to be your second primary partition. I usually make may 3rd primary my swap and 4th a logical for the remaining os/data/home partitions.
Make a recovery/boot CD for Windows before you get Linux going and then make an emergency boot CD/floppy/flash drive for Linux though most of the rescue disks will work well for that.
Reverse the order with same partition style if you want to install Windows boot loader. It's no trouble to create the partitions ahead of time and leave them unformatted till your install CD is ready to use it. You may have to match up UUIDs in the various Linux's for the swap partition after it gets created. Since I run with several disks I have a swap file on each drive and usually leave my Linuxs to each have their own.
Also if you use GRUB and then decide to go back to Windows you can use a rescue CD and run a MBR repair utility to restore the Windows MBR. It's also not a bad idea to have the MBR utility save a copy of your partition structure for safe keeping on a flash drive or other media separate from that PC just in case a virus or drive failure happens. It can allow you to rebuild the structure so you can run data recovery tools.