TLDR: If pieces complete motivates you start with simplest (lowest detail) pieces and progress. If you want something cool to look at to motivate you start w/ something iconic.
There's two major schools of thought here that you need to figure out what motivates you.
Group A is motivated by getting things done and/or by making things as perfectly as possible early on. If you're in this camp start with something simple, without a lot of details or weird angles, and progress to the more challenging ones.
In this group, if you're doing the DFT ODST then I'd likely go ab plate or thighs first with something like the gauntlets or helmet last. Although the DFT helmet is meant to be simplified and he rates it low difficulty, most people look more closely at the helmet than other pieces. If you're making the HD:ODST files from the armory then hips, or cod would be a good starting place with again forearms or helmet near the end.
Group B is motivated more by wanting to have something iconic done even if they end up remaking it because even if they decide halfway through the build that they don't want to continue, they have that iconic part done to show off.
For this group I'd recommend the helmet first regardless of using DFT or armory files unless you buy the helmet then I'd go shoulders first in this group. The challenge here is that especially when new, helmets can be challenging to get right and will likely end up being remade later.