Unless a mod specifies that it has to be enabled at the start of a new game (I'd say this would be the case for most mods that overwrite vanilla scripts) I'd suggest installing small numbers at a time after leaving Helgen Keep.
That is if you are trying mods out for the first time. You want to test ideally one at a time, but if they don't overlap much you could try a few at a time. If you have a cluster of mods that you already know well then those can be loaded when you are ready.
Clean the mods. Read the readmes for things that might say *needs a new game*
Always be prepared to go back to earlier saves if the mod is problematic.
I see the save games as the ongoing record of what mods were doing and where and when. These are the things that will help you out if you get lost. I have a whole routine on how to save and what various vanity shots mean. Like 90 degree angle from behind being any save that is a prep for updating a mod, The overhead is for those few mods that say to clean save, the front view is a save ready to go after updating. Then also making punctuated saves throughout missions and quests.
Myself I like to create at least 5-10 saves with only the must have mods after starting as early in the game as possible.
Wrye bash is the best tool for seeing what masters a save file has.