If you are BLEEDING, starting at the furthest point will probably work better. If you are only FLUSHING, starting at the nearest point will flush out with less fluid used.
The ONLY way I can at all buy in on opening all four bleeder screws at the same time is if you are talking about the speedbleeder check valve type screws. These prevent air from returning into the calipers. How in the world could you possibly open all four screws, pressure the system, then get them all closed BEFORE the pressure is gone and air makes it back through the bleeder screws to the calipers? Maybe somebody knows something I don't know. I'm sure there are plenty of people that do, but I wish someone would share this one with me.
Have a great day,