I don't know about order but you might as well do the steering items in one go and the suspension items in another go, then get the car aligned.

Steering items:

Replace idler arm bushing
Replace tie rods
Replace steering damper
- is your drag link/center link okay?

Suspension items:

Replace upper control arms
Replace guide rods
Replace lower ball joints
Replace front shocks
- are the guide rod mounts okay?
- are the sway bar end and middle bushings okay?

There's probably an order to the suspension items but I don't know what it would be.

Sixto
95 S420
91 300SE
87 300SDL
83 300SD