compwiz1202
King
You can pick these in any order you want; you just can't duplicate unless you complete the full set first.
Personally I think it may be best to pick GP first; this can be about the time you get a GP naturally so you get to enhance your religion shortly after founding instead of waiting.
Oops I meant Great Person for GP. I was just wondering if anyone ever got Theology quickly enough to get the Great Person for Bak'tun 3 into 4.