Undercarriage
The undercarriage bays I treat exactly the same as the main cockpit tub, but without quite as much effort (they probably wont be seen much, anyway!). The undercarriage themselves I again follow the same procedure, but often without the shading step, which isn't really necessary.
Ordnance
Spray, detail paint, add decals if necessary and wash. Treat it as a miniature model in it's own right, which it is. That's it!
Aerials, Pitot Tubes, DF loops etc
All should be sprayed at the same time as their main assembly parts that they are attached to, to ensure continuity of colour and overall finish. Other than that, there are no special considerations to make.