For the general stages, go and look at the error log of a server right after startup. It'll show you a number of processes as each completes so that you can understand how things are being brought online.
For additional detail, I'd suggest reading Kalen Delaney's book, SQL Server Internals.
"The credit belongs to the man who is actually in the arena, whose face is marred by dust and sweat and blood"
- Theodore Roosevelt
Author of:
SQL Server Execution Plans
SQL Server Query Performance Tuning