They aren't reliant on each other, so order wouldn't matter. I'd say to go with whichever give you what you're looking for most. Each expansion (I think) offer some tiles for variety.
The Night Squad features a new team of heroes that can mix and match with the Guardians, giving hero players many more options.
The Terror Trio grants more options for the Skarov player by introducing several Agents to use instead of the Kunoichi Sisters.
Atlantis offers a completely new way to play, scrapping Skarov and introducing the King of Atlantis, with his own minions and missions.
Thanks that's what i needed to know.