Well, I usually did the Dalish elves last since it is the least interesting to me, but on my last play I did something different, which is RP influenced.
I tend to go to the place that matches my PC's origin first, and that is usually the mage tower, my primary class choice. In Lothering you can hear many rumors, so I reason that hearing rumors of problems at the tower makes my mage feel compelled to go check it out. After that I do the whole Redcliffe scenario. I save all of Denerim, with the exception of talking to Genitivi, until we go there for the Landsmeet because I try to stay low and avoid Loghain.
After Redcliffe I go to Orzammar, talk to everyone, and after learning that the Assembly is deadlocked, I go to the Brecilian Forest (since I have to go there anyway), to let the dwarves have some time to work things out. I don't like the idea of interfering in their choice of a leader. After acquiring the word of the elves I head back to Orzammar, and on talking to everyone again and finding out that things are still unresolved, I finally decide to get involved.
So, the order is:
* Mage Tower
* Redcliffe
* Brecilian Forest
* Orzammar
Things would change if I played a dwarf or an elf, but I do really like the idea of going to Orzammar, leaving to give them time to work things out, and then finally deciding to get involved when there is no other option. I really with there were more dialog option to support this, rather than using head canon.