I think PCBs are really important.
If not you switches won't work unless you solder a bunch of wires between them and a controller too.
As a starter, i'd say get your switch and keycaps down first. As you go deeper into the hobby, you might want to think more about the case and the plate, maybe even stabilizers, then move on to the other stuff like PCB, controller, and other smaller stuff like type of solder used, type of lubricant used in your switches, adding stickers, made by which specific person, whether the planets were aligned properly when you added that specific keycap to your keyboard etc.
Of course along the way overall build is very important. At every point of your keyboard's life, whether it is new out of the box or heavily used, you want it to be well made. You want all the solder joints to be done nicely. You want the screws to be tightened reasonably and you want your switches to be in perfect working condition and lastly, you want your keyboard to be clean.