What is the right sequence to connect my TV, Satellite, VCR and DVD Recorder?

As long as the power is off, (never install interconnect cables when
power is on) then you can install them pritty much at wil.

Things to keep in mind, that your dvd player will prob either have 

*rgb scart output
*svideo
*componant

Try and use the higher quality inputs for your higher quality items. Eg

Dvd on componant, or svideo.
Satellient svideo or composite
vcr also svideo or composite.

Try as hard as possible not to use the rf (arial style) cables, as
these only provide mono sound and croma and luma interfear with each
other on rf systems.

There isn't an exact sequence that you need to connect everything, as
long as you connect everything to the right input ports.  Are you
using a stereo receiver to connect everything, or just using the
inputs on the television?