The first instructor certificate that you go for will be hard regardless of which one you do first, because there are more subject areas to cover (FOI etc...) you have to prove that you can teach. Each one after the first gets progressively easier since you only have to do the subject material for that rating (CFII - Instrument stuff, MEI - Multi stuff). However, if you do the CFI it will be the hardest one (most maneuvers, most subjects to cover) plus you have to memorize 3 PTS's: CFI, Private and Commercial for almost each maneuver. I would definately recommend doing the CFII first, then the others. Also take someone up who knows nothing about flying and teach them a few basic maneuvers, this is the level you need to teach at for your checkride since it is the toughest. just don't let them land! Hope that helps

Funny comment and (tragically) true by all accounts.

That may be true where you went, but I love the DPE's around here. They're great guys and they're less expensive than most. Both the guys I use are really instructors at heart and, while they take the ride very seriously, they just want you to be a good instructor. I unfortunately had my initial ride with my school's POI, and it was long, but he was a real professional.