As a rule, you should train your body from the inside out.
Start with larger muscle groups like quads, glutes, lats, and pecs before moving on to the smaller muscles in the shoulders, arms, calves, or abs. The rational for this is pretty simple: smaller muscles fatigue more quickly than larger muscle groups. So, if you train a body part with smaller muscles, say forearms, and then proceed to work back or chest, your grip is going to fail long before the these body parts get a true workout.
Unless you’re completely new to the iron game, you probably use (or at least have heard about) training splits. Training splits divide the various muscle groups into different workouts throughout the week. The more frequently you train, the fewer body parts are covered in each workout.
Here’s an example of a 4-day training split:
Notice how each day starts with a more heavily muscled body part and moves away from the center of the body towards the smaller muscle groups on the periphery. Again, the goal is to work the biggest body part earliest in each training session when you’re freshest and strongest. The smaller muscles in the arms, delts, and lower legs will get pre-exhausted playing a supporting role in the heavier compound movements for the larger body parts. As a result, you won’t need to perform as many sets or different isolation exercises for smaller muscle groups.
Like all rules, there are exceptions to this one. For example, even though the abdominals are centrally located, exercises for this muscle group are generally performed at the end of each workout to preserve core stability for other lifts. Likewise, if you have a lagging body part, for instance, small shoulders sandwiched between a broad chest and big arms, it may make sense to prioritize delts in your workouts to balance out your proportions. The same logic applies to functional strength needed for sport. Hit the most important groups earlier in your workout while fatigue is lowest and muscle performance is at its peak.