I did them in the order listed in game, Leon, Chris, Jake, Ada.
This, though I debated. I didn't do them in this order for the reason of being ordered as such, I just wanted to as Leon then Chris are my favorite RE characters.
Anyways, they all happen at roughly the same time, though I feel Jake should be played first. Set it Edonia, he has more interaction with Chris and really sets the tone of the game as he has the most interaction with the C-Virus. Honestly, Leon and Chris felt kinda tacked on.
I'm told I look a lot like Rory Macdonald - http://i46.tinypic.com/2eyf5sy.jpg