I finish-welded my frame once all the main members (including the tunnel) were in place. I was mainly concerned with preventing warping in the main structure. Once it was fully welded, there was no warping and the frame was almost perfectly straight (full-length diagonals were within 1 mm or so). From that point on, extra bits (like hoops for the scuttle, tabs for Dzus fasteners, radiator supports, etc.) can be welded on without fear of warping anything on the main structure.
As previously discussed, great care should be taken in doing the final welding. We clamped the whole frame down HARD to the table while doing the welding so nothing could warp. Do a weld on one side of the car, another on the other side, back & forth, varying ends of the frame, to keep everything as cool as possible. Also, if you do a weld on one side of a tube, there will be twisting, but if you weld the opposite side (once the first weld has cooled), it will pretty much come back to its starting point.
For anyone who doubts how much 1" square tube will warp, we tried a simple test...we clamped a piece about a foot long to the table (clamped only in the middle of the piece), and did one good tack on one end. We were amazed to watch the other end warp about 3/8" out of line in just a few seconds! Then we did another tack, directly opposite the first one (at the same end), and watched it straighten back up again....