I'd set it up by creating a project Get new phone and then the actions are set to dependent, so I won't see the next action until I clear the one before it. So the waiting for phone to arrive is the next action and it's set to a context of waiting. Under that I'd have the various apps to install.
I'm doing exactly that right now with a new iPod Touch and here is my project. I know I will keep adding stuff to the list as I think of it but here it is now.
I LOVE Omnifocus. I can't stress enough how amazing I find that product. The ability to set sequential projects and sub-projects is by itself enough to justify the price even if it did nothing else right.