As a general rule you should perform complex multi-joint exercises first in your exercise routine while you are fresh. Typically, multi-joint movements require more skill and energy to perform. Such exercises include squats, deadlifts, bench presses, and pull-ups. Nothing annoys me more than seeing someone perform bicep curls until their head explodes, then go right into lat pulldowns (notice, lat pulldowns, not pull-ups…anyone who does pull-ups knows better than to work their biceps beforehand).
Of course, there are exceptions to the rule. Such is the case when using the pre-exhaustion technique. For example, perform a set of dumbbell flys to exhaust the pectorals then going directly to a set of bench press. In this case, however, you are pre-exhausting the larger muscle group, not the smaller muscle group.
Single-joint Exercises
Since single-joint movements typically require less skill to perform and are not as taxing on the body, perform them after multi-joint exercises. Performing single-joint movements at the end of a workout session will ensure a more efficient and effective routine. Of course, there will be exceptions, which should be addressed on an individual basis.
Note: Agility drills & Olympic lifts have been excluded from the discussion of exercise order. However, typically agility drills & Olympic lifts, respectively, should be performed before multi-joint exercises.