SQL order of operation cheat sheet

Order	Clause	Description
1	FROM	Choose your tables from where to get the data
2	JOIN	Join matching data between tables
3	WHERE	Filters the data
4	GROUP BY	Aggregates the data
5	HAVING	Filters the aggregated data
6	SELECT	Returns the selected columns you choose
7	ORDER BY	Sorts the final data

This is meant to be a quick reference. One could write a book about each item in detail.
When tuning your SQL, start from the top and go to the bottom. Utilize built in execution plan feature to identify costly operations.