The only things that might be a problem are those that you might need to color coordinate with the kilt: hose, flashes, etc., but even those come in standard colors so they shouldn't be a problem.

Belts and sporrans are generally just black or brown, so you can get them whenever you want.

I don't see any problem with getting sgian dubh before the kilt as there is nothing to coordinate them to, unless the have a colored stone. But even then, the stones are standard colors and shouldn't be a problem.

So basically, there shouldn't be a problem getting the accessories before the kilt. In fact, many people buy a package that includes all the items at the same time as the buy the kilt.