As other people stated, I don't think there's a particular order. It's up to you.
As for me:
? - Caffeine
15 - Alcohol (family function)
18 - Nicoteine
19 - E
19 - Shrooms
19 - Acid
19 - Hydrocodone
20 - Weed
20 - Opium
20 - Oxycodone
20 - Cocaine (crack)
20 - Cocaine (powder)
20 - Various other prescription opiates (MS Contin, hydromorphone, oxymorphone--in that order).
20 - Heroin
20 - Amphetamine
20 - Ketamine
20 - Dextromethorphan
21 - PCP
21 - Methamphetamine
21 - Benzodiazepines (Xanax, Ativan, Klonopin, Valium, and Librium--in that order)
22 - Fentanyl
22 - Ambien (If you want to count it as recreational)
I really wish I would have tried certain things in different orders (weed first of all illegal drugs; powder cocaine before crack, e.g.)
Other than that, I don't mind the order I did stuff in.
Oh, I took nearly two years off from college (20-21), so that probably helps explain why I did so much during those years. I was basically unhappy and depressed, and though that I'd try anything and everything I could. That's still something I debate as to whether I would do it again or not.
20 - Nitrous. I forgot.