Always exterior first starting with the roof. That's the cause 97% of the time. No none of the products you buy at the regular hardware stores work long term. They're all weaker down here for some reason. If it's a concrete roof fix the base layer first (what they call the plato), so concrete slurry with a sealant additive to get in all the microfissures and larger cracks like Bob said then your waterproofing second. Thick EPDM or reinforced asphalt properly applied over top (with torches) and flashing all around and on top of edges and passthroughs, roofing grade rubber or other more elastic sealant on satellite dishes/bolts/cable pegs. The "paint-on" ones don't last, and you'll need maintenance every few years. You might see some people use bitumen and sawdust to make a paste and pile it on cracks but that washes away in any strong enough weather. If it's a tile or other roof, pitch works best. Else if you have a cabana type cana roof with wood trusses underneath all you can do is replace any old sections and work on the drainage, maybe put in runoff plates along the top of your walls. Keep drainages clear.
Make sure any contractor you get to do this gives you an actual warranty, the quality of roofing materials for this type of work has severely decreased.
Second is drainage around windows, awnings, etc. Sometimes the angles not right so the water doesn't drain away from the window or the awnings are the fabric/metal kind that aren't sealed properly along the top that meets the wall and that lets water seep in and degrade the concrete.
Now for the last 1%, and that's either an actual pipe or fixture leaking inside a wall somewhere or on the roof or if you live in an apartment building or first floor, somewhere above you. Pipes on the roof from a vat or something similar are easy to fix, just turn of the mains, patch or replace and observe for a few days to confirm no leaks and no further moisture, then find and seal any cracks/openings the constant drip might have caused. Inside walls you might need to get a plumber to source the leak and fix it, hopefully doesn't require small demo.
In all cases JD Jones is right, if you seal the inside walls before fixing your problem they won't be able to breathe/expel moisture and you risk further breakdown, rusting rebar and mildew/mold somewhere else. Keep in mind that also means that you could see water in one corner or along one wall and the actual source be on the opposite end of the home.