Depends on what you want to use the server for

The servers function will dictate what gets installed first.you need to think, ie you want AD on the server, AD needs DNS, so you need DNS install, what does DNS need, etc, but you dont need DHCP. Is the server on the DMZ? is it a web server?As Col said, get you drivers in first, and all the hardware set. But also determine the function of the server. Once you know that, research what dependencies each function needs. and that will list out what order you should install things in.