In my limited experience with making games, I can identify the following major sections of development. These don't necessarily go in this order, and often these areas are done in parallel.
1. Engine - the heart and soul of any game. How the graphics are displayed, how the world works (physics), how interaction takes place within the world, how user inputs to the world, how sound and music are played, etc...
2. Graphics - creating of textures.
3. Modeling - closely related to graphics, requires textures for creating enemies, players, objects, etc...
4. Sound - recording sound effects.
5. Level Editing - Creating the environment for everything. Placing textures on walls, synching sounds with events, triggers for event, etc...
6. Story - Sometimes overlooked, it's very helpful to have a story to work with. This gives your artists and modelers something to work toward.
8. Integration - Bringing it all together and adding polish to make it work well.
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