LogFAQs > #967933622

I'm not sure there is a typical order. Personally I save the worst for last and don't kill Bed of Chaos til I have nothing left to do. There is however a covenant you can get by defeating Four Kings early as possible without talking to Fraampt. You get a different primordial serpent friend to converse with in the Abyss.

Also the little secret trick with Gwynevere, sadly she's an illusion, and if you strike at her she fades away and casts Anor Londo into darkness for the rest of your playthrough. I know you probably don't care about spoilers now but just in case.