Some cuts, such as the legs and horizontal rails are quite straight forward. However, the headboard top arches are not, requiring a specific sequence of cuts to not waste material and get good crisp joints. When I was purchasing the wood, one piece stood out as a perfect candidate for the top arches. However, it had little extra width to spare. This ruled out cutting the arches on the CNC router, as I could not spare the extra half inch for the router bit.
The sketch below from my notebook, shows the sequence of cuts but the upper edge is not shown (and it must be parallel to the bottom edge as it is the reference in cuts 7 and 8. The layout of the arches was done with a wooden batten board about 3/8″ thick. Unfortunately, I did not have enough hands or enough patience to get photos of that part of the process.
The ends (cuts 1&2) were made to overhang the leg posts by ~1/16″ on each end. I figured it would be easier to trim the ends of the top arch rather than the whole of the length of the legs to fit. Cut 3 frees up the top arch and then with the table saw fence set, cuts 5 and 6 are made. Be sure to make them on the “top side” of the line so that when you clean up the underside of the top arch, you do not intrude on the joints. Some may say that my cuts (4&5) were excessively conservative in this regard (oh well – learn from my mistakes). When making large radius cuts like these, use a wide blade. I had a 3/4″ blade in my 24″ 7.5HP bandsaw for this. Yes, a 12-14″ bandsaw with a 1/2″ 3 TPI skip tooth blade would work great for these cuts. The ripples you see in the cuts are due to the blade having been previously kinked and then pounded out sort of flat due to a free hand log bandsawing missile mishap a few years ago (another story for another time).
After Cut 3 which separates the upper and lower arches, you can do 4&5 which set the bottom of the top arch square. Cuts 7&8 set the width of the headboard. So these are critical to get right. These cuts are referenced to the “bottom” of the board and shown above.
After the lower arch is cut out, and the bottom of the top arch (cuts 4&5) are made it is time for a dry fit up to see if things are aligning properly. As you can see above, the joints line up nicely. Now I can proceed with the final arch cuts.
Once the arches are cut out, it is time to do the final shaping and smoothing. This requires a spokeshave for the concave surfaces, a hand plane for the convex and a large sanding block with 60, 80, 120 grit sanding belt stock (yes there is a second life for broken sanding belts). A card scraper works over select sections that need help.
As you can see in the photo above, the legs have mortises for the horizontal cross rails. I like to cut the tenons for long pieces like the cross rails on the radial arm saw, equipped with a stacked dado blade set. 
The arches are joined with biscuits. Two #0 biscuits are used for each joint. The headboard also gains strength from the large (1×1.5×1″) tenons on the cross rails , one of which you can see being cut above.
The biscuit slots in the leg and top arch are shown below. 
Close-up of the initial fit up of the head board arches.
This is the headboard first dry fit assembly 
Next will be the panels and dividers.