Using heavy, asphalt-saturated kraft papers with high enough permeance to meet code, I start with the sills, running a 16-inch-wide strip of 60-minute paper flush with the rough opening and 8 inches past both jambs.
I use prefabricated plastic corners made by Grace (the company calls them "Vycorners"). These get tacked into both corners.
I use a 6-inch-wide peel-and-stick membrane that doesn't require a primer to form a seal to both the bare wood sill and the paper beneath.
The paper is sliced at the corners to make the turn.
I double up 2-inch strips of peel-and-stick, using them as drainage spacers; if any water gets into the opening, this will allow it to drain.
I install paper flush with the jambs, starting several inches above the opening and running it to the bottom of the sill paper.
I drive 2-inch galvanized nails into the center of every other nail hole in the bottom and side flanges.
Once the window is nailed off, I use a 3-inch flashing tape, 3M 8067, to seal the flange to the paper along the jambs.
After cutting the paper above the window at 45 degrees and folding it up out of the way, I tuck in the flashing and nail it directly to the sheathing with the same 2-inch nails I used for the window flanges.
I fold the paper back down and patch the corner cuts with a flashing tape.
I trim the paper at the height of the end dam, using my square as a guide.