I usually do the Circle of Magi quest first, so I can have a good healer early on
. And so far I've always sided with the mages there. Next I save Redcliffe, then the Brecilian forest quest (forced Zathrian to end the curse), then Urn of Sacred Ashes (haven't tried to defile the ashes yet), then Orzammar (first time chose Harrowmont for king, second time chose Bhelen, but destroyed the Anvil of the Void both times). IMO the Orzammar quest has some of the most difficult choices.