All Buildings at Same Level

Should I level up all my buildings to my castle level before upgrading, or push my castle first to a high level?

This is a personal choice, both have drawbacks and benefits. The drawbacks of leveling up your Castle very high first is that you start to benefit from all kind of other benefits later (e.g. increased production rates from higher level resource buildings, increase production and gathering rates from higher level research) that could actually making upgrading Castle levels easier. Besides that the gold event targets seem to be linked to your Castle level and by letting your castle be too far ahead of your other buildings it becomes more and more difficult to score gold in the various stages. On the other hand, leveling up your Castle gives you the great benefit of the extra March capacity, and allows you to upgrade very specific buildings (typically the troop training buildings to unlock new tier troops). I tend to go for a middle ground, select certain levels to which I try to upgrade all my buildings. I start with lvl 16, which unlocks tier 6 troops. After that I jump to lvl 20, because Academy 20 allows me to unlock an extra march slot (and 19 gives tier 7 troops). Than to 22, 26 and finally 30.