There are many schools of thought on this, but starting with Win2k certs, the order in which the exams appear in the MCSE requirements (at least for core exams) normally represents the most typical order in which they're taken. The sole exception here is the Core Design exam, which many people take later (or even last) in their exam sequence. Because there are now six flavors of MCSE from which to choose --(Win2k regular, security, and messaging; Win2k3 regular, security and messaging) (please forgive me for not stepping through all six possible programs that might interest you with more specifics). If you want to get more specific with me in a follow-up question, I'll be happy to do the same for you.
This was first published in October 2003