If you're serious,
AJATT is all you need
If you're not as serious, try picking up a beginner's textbook at your local bookstore and reading through it to get a feel for some grammar. If you want to develop reading and listening skills, the best way to do it is through exposure to native material; real Japanese books/TV shows/whatever, as much as you need to get to a comfortable skill level.
So, as for order, start by getting a general overview of things, and only move on to listening and reading if you're dedicated.
I wouldn't worry about writing at all, unless you're planning on moving to Japan soon.