Which should come first – establishing the khilaafah or teaching the religion?

What is required of every Muslim is to practise the
religion of Allaah as much as he is able to. The imaamah (Islamic political leadership)
has been prescribed for the purpose of establishing the religion of Allaah. No one should
think that the fact that there is no imaam at any given time in any given country means
that we can be negligent and introverted and not practise or establish any aspect of the
religion. Among the people of misguidance during this age and at other times there are
those who say that we do not need to establish any of the symbols of Islam until a
khaleefah has been appointed over the Muslims and the Islamic state has been established.
This is one of the worst kinds of misguidance, and believing this leads to abandoning
Jumuah prayers, prayer in jamaaah, Hajj, jihaad, collecting zakaah, prayer for
rain (istisqaa), Eid prayers, appointing imaams for mosques, calling the adhaan and
other things, which amounts to cancelling the rulings of Islam. What do the people who say
this have to say about the aayah (interpretation of the meaning): So keep your
duty to Allaah and fear Him as much as you can [al-Taghaabun 64:16]? What do
they have to say about the hadeeth, Whatever I command you to do, do as much of it
as you can? It is obligatory to take care of all matters of religion, starting with
the most important, then the next most important, so we should study the religion of
Allaah, the most important aspect of which is knowledge of the teaching of Tawheed, then
establishing the symbols and rituals of Islam and the other duties. No doubt occupying
oneself with these things is the most important thing, and each person should do
everything that he is able to do. There cannot be an Islamic state without proper
understanding of the religion and achieving eemaan (faith) and Tawheed, and
ridding ourselves of shirk, as Allaah says (interpretation of the meaning):

Allaah has promised those among you who believe and do
righteous good deeds, that He will certainly grant them succession to (the present rulers)
in the land, as He granted it to those before them, and that He will grant them the
authority to practise their religion which He has chosen for them (i.e. Islam). And He
will surely, give them in exchange a safe security after their fear (provided) they
(believers) worship Me and do not associate anything (in worship) with Me [al-Noor
24:55].

The Messenger
(peace and blessings of Allaah be upon him) stayed in
Makkah for thirteen years, calling people to Allaah and teaching Tawheed and
Aqeedah, reciting the Revelation to them, debating to the kuffaar with in the best
manner, bearing their persecution with patience, as well as praying and establishing the
acts of worship which had been prescribed at that time. He did not forgo teaching the
religion, although the Islamic state had not been established in Makkah at that time.
Moreover, how can an Islamic state be established without an ideological foundation and a
society of Muslims who been educated in the religion and have learned it thoroughly? He
spoke the truth who said: Establish the Islamic state in yourselves, and it will be
established for you in your land. May Allaah bless our Prophet Muhammad.