In addition to what others have suggested, you might consider putting the L filter in the first (default) slot. Many (most? / all?) filter wheels will initialize themselves to a default position when they power up. Having the filter with the highest overall transmission in that slot can solve a lot of head-scratching in the dark when you are in a hurry and can easily make mistakes.
Confession Time: My own stumbling on this was with my filter wheel. I have two interchangeable filter carousels that I can use. One has an LRGBHaOiiiHb set of filters while the other has my Sloan set of UGRIZ filters. When using the LRGB set, i got lucky and had the L first. I never had problems. When using the Sloan set, I shouldn't admit to the number of times I wasted many minutes of set up time and couldn't find a bright enough star to focus on when getting ready for an imaging session. I always forgot about the G (UV band) filter being in the first / default position. Not may bright stars show up well in the UV bandpass region. I reordered the Sloan carousel to be GRIZU so that I wouldn't (repeatedly) make that mistake again.
Anyway, always starting off with a high transmission filter like L in the first position can save some confusion. Other than that, as others have mentioned, put them in any order you can remember easily or any order that makes sense to you. (BTW, I like Frank's suggestion to order them by offsets. Once they are ordered and labeled for what they are in your software, names really don't matter.)
Edited by jdupton, 12 February 2018 - 11:09 AM.