I agree that the order doesn't really matter, but something you said made me thing about this: The one rule I try to never break when putting a bike together is that I never tighten something part way. That is, if it looks like it could be tight, I make sure that it is put on with the right torque and ready to ride. Too often I get called away from my bike projects by something else, and I come back to it days later, having forgotten exactly what I've done. I don't ever want to hop on the bike and start riding, only to remember that I hadn't *quite* tightened the stem up all the way.

Others are probably not as absent-minded as me, but when the OP said that things were snug, but not tight, this is what I thought about.