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install/build/build --binary

Here's my understanding:

R CMD build and R CMD check are nearly orthogonal.  R CMD build simply
create the .tar.gz using the version info in the DESCRIPTION file.  The only
part that's not orthogonal between the two (at least on Windows) is that R
CMD build --binary first install the package in a temporary directory and
then zip it up.

I would do:

1. R CMD INSTALL -l testdir mypkg, and start R, load the package and try it
out a bit.

2. R CMD check mypkg.  Make corrections as needed.

3. R CMD build mypkg (or add the --binary flag) for distribution.

I believe R-exts has some explanations.

HTH,
Andy