Agreed. Be conscious of the fact that some exteriors “contractors” are actually sales companies who sub out all of their work. Be sure to work with a contractor who actually has employees doing work in the field. Even then consider specifying that they can only subcontract the work with your approval.
A couple of “lessons learned the hard way” from my past projects:
Ask your window contractor to install a full pan flashing system that ties to the exterior WRB/tyvek. Lots of them just slap down some aluminum tape in the sill and install the window, which offers little protection if the window leaks. If you do windows and siding at the same time it would make this even easier.
Tell you siding contractor that they need to complete the WRB/tyvek prior to beginning any work on the siding (don’t let them start the siding on one side while they’re still working on the WRB on another side). The WRB is what really counts and you’ll want to get a good look at it before it’s covered by the siding. If the siding crew comes on site and starts pushing the WRB crew you’re asking for trouble.
Good luck!