Welcome to the Forums!
There is no main propane valve other than the ones on the tanks themselves. Each appliance, however, will more than likely have it's own shutoff valve.
The procedure I followed when I was in situation similar to yours was to light the cooktop first, and let it run for a minute or so. This accomplishes two things - It fills a lot of the gas line rather quickly (if it was empty), and it provides fast gratification that your LPG system works.
Everything else might take a little while to light since the amount of gas needed to sustain a pilot light moves rather slowly down the line.
Don't tell anyone, but I cheated when it came time to light the water heater pilot light. The gas lines had been open for other repairs for some time, meaning there was absolutely no gas in the lines, and the water heater is more than 20 feet away from the tanks . I turned the water heater to "ON" instead of "Pilot", and used my propane torch on a low setting to bathe the thermocouple in heat. As soon as it was warm enough, the thermostat opened the main burner, and it lit off of the flame of the propane torch. It sure beat sitting there half the afternoon holding the red button.
I doubt Industrial Safety would have approved