Markoz wrote on Apr 13^th, 2011 at 11:54am:

You might have missed the GS as well. If I (God forbid) forget to press APP when just below the GS, and I when I DO remember to press it, I'm sometimes too late and too high. In those cases, I have to GO-AROUND. :( It hardly ever happens now, but when I first started using the heavies, it was a regular occurrence. :-[ Mark

There is no requirement to press LOC first and then APP.
 One reason to select LOC  and not APP is because approach may have only cleared you to intercept the LOC and not the full ILS.
  If you are cleared to intercept the localizer select LOC, then when cleared for the approach you should select APP. If you forget to push APP and notice yourself above GS you can, if your high enough, go vertical speed to say 1200 and recapture GS.
  As Lou stated the selection of three autopilots is not modeled correctly, which I don't is that big of a deal. I would rather see VNAV
approches fixed. You should manually select each autopilot if you want to autoland.
 The three autopilot setup is an FAA requirement to autoland at low vis. You could select two autopilots and it would autoland but you wouldn't be legal to go down to 300 RVR.
 At 300 rvr you will not see the runway until close to nosewheel touchdown.