I've never considered doing anything like this, I would just have an orgasm first, then shoot up afterwards. It seems like the logical order to me as well.
Exactly how I feel! Benzos (can't be having seizures), pot (need it for nausea), then food (it feels nice to be full), then drink (water, then, if incorporated, ethanol), dopaminergic drugs/activities (I mean stims, gambling, skydiving, etc., I also include reading - if any), then sex(feels great, changes the mental state, definitely a good addition to the mix), and finally opiates (the culmination of pleasure and joy; my rapture - a clean IV, nothing beats that rush now, for sheer glorious euphoria anyway, except being on mushies or LSD while darting yourself). Repeat if possible, sleep if desired - after your choice of steps 1 through 4. That's an ideal day for me, in the right order. Only topped by a day with psychedelics included, but that'd probably be getting greedy, lol.

But no matter how I think about it, I'd never arrange it with opiates during sex, for the reasons I already outlined, and even before is pointless for me, as I will lose the ability to orgasm; though that can make a girl's night I guess.
It's something I actually always used to put off, if I thought I was likely to engage in any sexual behaviours. Like waited an extra few hours of rising cravings just so I can fuck and then shoot, right after. I'd add a cig if I was using now, I've since begun smoking, but I'm no longer addicted.