"HW rulez" mod (add-on) for HoMM3.

If you exclude it, there might be silly situations like "rebuilt 3 times at level 1 - no haste, because it's in the library." So, it's better to do it last.

Considering that rebuilding the first level is only possible after building the last one (as far as I know, this hasn't changed), it's unlikely to be critical. Although you can do it last, it doesn't really matter.