In what order should you say people's names?

You are free to choose any order you like, so long as 'and I' comes last.

It is mostly recommended for any positive thing the third person must be placed at the beginning followed by the second and the first person and for any negative thing first person must be placed at the beginning followed by the third and the second person.Example:

You, he and I have won the match.

I, you and he have lost the match.

Though this is not a hard and fast rule of grammar, but it is recommended this way for a tone of politeness. For any neutral sentence, we must place the first person at last.