colocalization by IFA?
If you search the web or Google Scholar, you should be able to find plenty of examples of colocalization protocols.
In general, though, for each target you're going to want to have an unstained control sample (you can use one for all targets), a secondary-only sample to look for non-specific background staining, and a single-color sample (primary plus secondary). Then, you'll have a sample with both primaries and both secondaries. You always add the primaries at the same time, and the secondaries at the same time.
As you start getting into higher numbers of colors, you'll also need an FMO (fluorescence minus one) control for each color so you can test for signal bleed-over from one channel to another. This sample will combine all the colors except for one.