The only "rule" I can think of really is that (as DeV) said the desktop module should be loaded first, unless there are z-order issues. Some modules that interact with other modules need to be loaded in a specific order as well, but that depends on those modules and should always be explained in the readmes. For example, to !hook a module into an lsbox you need to load the modules that are to be hooked BEFORE lsbox. Such things are in the readme though.