[Charlotte]

It's best to put the polariser on first, i.e. next to the lens, so that it polarises ALL light coming into the lens. If you put it on after another filter, you will get stray light coming in (from the edges) that are not polarised, which may give an uneven lighting effect in images.

2nd reason for putting UV on the outside of the polariser is protection ... polariser is more expensive, but UV can take any scratches, dust, knocks etc. + be replaced (if necessary) cheaper than a polariser.