The pre(s) always come first. What FX, EQ, or compression you use depends on the style of music, the room, artistic taste, etc. The pre is your mic's gate to the recording medium, and is critical. Without a pre, you can't record anything, so the other boxes are irrelevent.
The features of the pre(s) also affect your choices for additional units. If the pre has EQ or compression that you like, that may affect your next choice. If you are an Irish folk singer, FX/Reverb is next. If you are a rapper, the compressor is next. If you are a classical musician, EQ is next.-Richie