I tend to roughly work out the character on paper before logging on. But as a quick guide;
At 1st level always take the class which gets the most skill points.
Check which skills are unique to the classes and if you want to use any of them make sure that the final levels have at least one level of that class. Keep a bank of skill points ready for later.
Drag out your HotU manual and check the bonus epic feats that the classes get and how frequently. DON'T use normal feats to acquire these, just hold on until you have the prerequisites and a bonus feat turns up. This may mean sticking to one class for a bit longer than you'd like.
When multi-classing before epic level your Base Attack Bonus will drop unless they are all fighter types. To minimize this I recommend taking classes in fours, i.e. 4/16, 8/12, 4/4/12 or 4/8/8.
When I am leveling I tend to just go with option provided unless it is not part of the plan. Just to avoid one extra click!
I hope that this is of some help
