Generally, main first, then jib
. As for the questions about how to do this with no motor:
If on mooring, bow is kept into the wind by the painter.
If in open water, raising the main will keep the bow into the wind. You might actually end up sailing backward some, but that's okay (as long as you have the room!). Once the sail is up and you have some steerage way, you can raise or unfurl the headsail. With a roller furling
headsail, you can deploy the sail on almost any heading, but with a hanked on jib
, you'll also want to be into the wind.
Raising the headsail first and then the main while close-hauled is okay as long as you can actually sail like this with the headsail alone. Not all boat/sailplan combos will actually allow for that.