For a side or 3/4 shot like that one, I usually only use a few layers (in order from bottom to top): Shadow (if present), Tail, Legs behind (the body), Body (includes head and legs in front), Cutie mark, Stroke (has to be above the cutie mark), Face (eyes, mostly), Mane (and horn, if present), Ear. For the hair, I usually start with the stroke, then the fills. Remember, it's easy to re-layer things if you need to. There's really not much to it, though each hair style does require its own approach and planning. Judging by what you have of the tail, it looks like you've already got it handled pretty well.
I found one of the best ways to help me learn how to vector was to open up SVG files posted at
http://mlp-vectorclub.deviantart.com and pull them apart. There are also plenty of tutorials there, as well.