i always gate last. absolutely last. Let me explain.
If you gate then compress, you are going to have the noise level of the compressor coming through. This may not be a problem for a good compressor, but with a lot of tracks that are compressed, it could add up.
If you compress then gate, you are going to be leveling out your signal so that you will be less likely to have false gates.
If you gate, compress, then EQ...you might have some problems. for example if I were adding a lot of high end to a kick drum that was gated, the hiss of the high end of my EQ will come through because I am not gating last.
this is why I always gate last. It does the best with keeping the noise in check and more.