As Steve says, the sharpening procedure is generally specific to what your using the image for, so really, you should do any editing you need to first, such as levels, contrast, brightness, saturation, cropping etc... Then if you intend to use it for the web for example, resize the image, then sharpen it, if you want to resize it for print, resize it as necessary for the print size then sharpen it.
You've also got to remember, different image output devices such as a computer monitor, laptop monitor, a tv, phone etc... All display images in different colours and at different sharpness levels.
With regards to slideshows, I couldn't comment too much, I've never really noticed it much with Windows Slideshow, perhaps it's because the image is upscaled in the slide show, so it's having to display more details, thus in turn losing sharpness.
