1. Design and Planning
Some type of planning and design always comes first. Ensure that you have funding for your renovation. Determine if you can draw the plans for the renovation or if you need to contact a designer. Make a simple list of item you feel you can do yourself and those that will require a professional. Renovations may or may not require building permits. Contact your City/County Inspections department and they can determine what you need. 
2. Site Plan and Zoning Requirements
A Site Plan determines property lines and building set backs. It is required by  City/County Building Inspections for exterior additions or out buildings. They will also determine zoning requirements. You can update an older drawing if you have one. Otherwise, you will need to contact a surveyor to have a new drawing made. 
3. Grading
For exterior additions or out buildings, a grading contractor may need to be contacted in order to rework site locations. This may be required due to the slope of the land and to insure proper drainage.
4. Foundation and Roof
Does your renovation affect the foundation or roof?  Protect your work by making certain that the renovation is structurally sound. You may need to contact a structural engineer if the renovation is extensive. Secure the foundation.Make major structural repairs to areas such as weakened walls, joists, and carrying beams. If the roof is part of the renovation, inspect the shingles, fascia boards, soffets and repair or replace.
5. Demolition
Depending on the scale of your renovations and the condition of the house, demolition might be the first step.
Rent a large container for waste. Carefully demolish all or some of the areas of the house that will be renovated.
Demolish as much as possible if you will not be living in the house. Exercise caution when demolishing surfaces coated with lead-based paint or asbestos.
6. Framing Carpentry
Based on your design, framing will be the next major construction item.  Things like:
   Moving walls.
   Constructing new walls.
   Enlarge existing window openings.
   Adding beams to support a greater weight upstairs.
   New door openings or removing existing doors.
   Adding, replacing or removing windows.  
7. Siding
If siding is part of the renovation, now is the time for it to be installed. You don't want to do this earlier (unless absolutely necessary) because doors and windows may get punched out, ruining the siding. Plus, siding nails could hit new electrical wires or plumbing causing additional problems.
8. HVAC, Electrical, and Plumbing
With the walls and ceiling open, it's now time for HVAC, electrical and plumbing contractors to be called in if required.  Walls and ceiling must be accessible to install ductwork for central heating and air conditioning and run new electrical or plumbing systems. If you obtained a building permit, your contractors will call in inspectors to verify their installations.  Inspectors must approve the work before any additional construction is performed.  
9. Insulation
The last thing to do with the walls and ceiling open is to install fiberglass batt insulation.  If you obtained a permit, an inspection is required when the insulation is complete.
10. Drywall
A second inspection from the electrical inspector (and perhaps the plumbing inspector) will give you the go-ahead to close up the walls. Drywallers hang sheets of drywall, apply drywall compound, and let the compound dry.  After drying, they sand it smooth. Sometimes, they will repeat the process until they achieve a seamless surface.
11. Flooring
Installing the flooring later in the renovation process saves your flooring surface from significant damage.
12. Interior Trim Carpentry
Here's where you introduce carpentry that doesn't involve structural issues. Install baseboards, molding, trim around windows and doors, built-in elements (bookcases, breakfast nooks, etc.).
13. Interior Painting and Wallpaper
Painting interior walls, hanging wallpaper, painting molding and trim, staining and sealing trim: all of these detail-oriented surface finishes should be the last items you do indoors.
14. Gutters
Rework, add new or replace gutters and downspouts. 
15. Paint Exterior