The only rule we stipulate is that the Joomla plugin fires first, then the JFBConnect one. The JFBConnect plugin is responsible for pulling in the user's profile and some maintenance for verifying the Facebook user.
The ordering shouldn't matter unless a user plugin is forcing a redirect, which would prevent later plugins from firing. No plugins should do redirects for this reason, but I don't know the specific one your using. Therefore, any order should work. If you have more details about what's going 'wrong' when you order in different ways, that may help.
Thanks