Honestly I've worked with a few financial advisors and the theme seems fairly common,

1) Max out company 401k match and ensure you hvae 100% disability insurance between your employer and what you pay additional.
2) Budget so that you can begin to pay off debt or invest each month.
3) Save up 3-6 mo of bills for emergency fund (I would suggest at least 6 in this profession)
4) Pay off high interest debt (not house, car, etc if they're <3.5-5% or so, talking credit cards or unsecured debt here)
5) Start an appropriate mutual fund for short term goals such as new car, new house down payment, etc. A few hundred a month can go in here on auto draft so you don't notice it.
6) Look into IRA's (I'm not on this step yet)

Some have different views on the order of all that, I simply chose what I was comfortable with.