I know the Italian Renaissance was the origin, but when did the transition begin, how long did it take for the trend to spread across Europe and what were the intermediate stages between the Renaissance and full Neoclassicism?
This is a very extensive question, spanning a couple centuries of architecture history, and I'm not sure how to answer it to be concise enough.
In history, cultural development is always structurally linked with society's development. Contrary to popular belief, the historical 'trends' didn't change arbitrarily as a matter of fashion, like in contemporary laissez-faire postmodernism.
Rennaisance - Mannerism - Baroque - Rococo - Neoclassicism
The development curve of western architecture history from Italian renaissance extends on to Mannerism, a 'style' that had a deconstructive, what we might say 'hellenistic' or almost 'postmodern' influence. It questioned the strict set of rules set by Rennaissance, mostly in building proportions and composition interactions. An important author here is Jacoppo Barozi da Vignola, who set the rules of classical column proportion in his work Canon of the Five Orders of Architecture, which we could set as some foundation for order in Renaissance that Mannerism tried to defy.
It's important to note the historical context in which Mannerism emerged - the invention of the printing press, allowing the free spread of new ideas through europe, the competitive patronage spirit in italian high society, which made patrons request more lavish interventions in order to stand out, the emergence of Protestantism; all societal changes that in one way or another questioned the status quo, and Mannerism reflected this.
In one way or another, Mannerism ushered the way for Baroque to take form - a new style mainly influenced by two things - the development of cities and civil societies, which lead to the reinforcement of absolutist monarchies in reaction, and the counter-reformation of the Catholic Church. The Council of Trent clearly put architectural guidelines, that is, made architecture an important weapon in the Catholic counter-reformation struggle.
To put it in layman's term, Baroque made it important to show off one's wealth, for the sake of reinforcement of political power, be it nobility's or Catholic Church's. This further developed into Rococo, which was even more flamboyant, a sort of Baroque on overdrive.
This all of course culminated with another event of upsetting the status quo - the French Revolution. After the fall of the ancien regime, and the formation of the groundwork for civil society, democracies, and a sense of nation, Baroque architecture was started to be seen as a decadent, outdated style, something belonging to the 'dark feudal ages' when kings and bishops ruled the world. People wanted to break away from this and return to something purer, simpler, more akin to the newly founded political climate, yet still retaining some sort of national identity - so they turned back to Renaissance principles, a style that emerged in what they saw as 'civil' 15th century Italy, and refurbished Vignola's principles into the new context and meaning.
In certain contexts, like in Germany, Neoclassicism also had that 'unifying' role of the newfounded nation - resting on 'common' roots of classical western society, showing that the German nation belongs to that cultural umbrella, culminating in probably the most relevant neoclassicist building of all, Karl Friedrich Schinkel's Alte Museum in Berlin. While we're on the topic of Germany, the Nazi regime also utilized Neoclassicism for its 'purity', seeing it as a reaction to the 'Entartete Kunst' of modernism, which they regarded as chaotic and politically inappropriate.
I tried to be as concise as possible, hoping to fill any gaps in follow up questions.