When do you add your foreign keys?
I typically create the primary key constraint directly with the table:

CREATE TABLE dbo.MyTable
(MyTableID INT IDENTITY(1,1) NOT NULL
     CONSTRAINT PK_MyTable PRIMARY KEY CLUSTERED,
 .......
)


I don't see any point in deferring that PK constraint to later (same also applies to DEFAULT and CHECK constraints which I typically also define "inline" with the table creation script).

However, the FK constraint, I typically define those as separate ALTER TABLE .. ADD CONSTRAINT ... statements, that can be run right after the table creation, or after all tables have been created - doesn't really matter:

ALTER TABLE dbo.MyTable WITH CHECK
ADD CONSTRAINT FK_MyTable_OtherTable
FOREIGN KEY (OtherTableID) REFERENCES dbo.OtherTable(OtherTableID)

ALTER TABLE dbo.MyTable CHECK CONSTRAINT FK_MyTable_OtherTable