Looking good! And yes, it will be very wise of you to get your painting, etc., done before you move anything else into that space. It's easier and safer and as you note, will insure it actually gets accomplished before the, um...distractions...enter the building.
For window coverings on my exterior doors (the only windows in my shop that are practical to cover) I use simple roller shades. Fabric or shutters/blinds would be a real pain for dust control. I only really have the shades for security purposes, but even that's a moot point given the very large window at one end behind my miter station that cannot be "covered" unless I board it up from the outside.
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The most expensive tool is the one you buy "cheaply" and often...