There is no one-fits-for-all installation order for FSX; especially when you have a number of addons to follow. Here is the order I took. Note that my FSX system and addons are stored on separate SSDs. Moreover, I used Acronis Home Image to backup each stage of my installation, just in case I need to go back to any point for any reason.
FSX-03-Scenery Tech Landclass
FSX-04-UTX USA, Canada, Europe and Alaska
FSX-05-GEX USA/Canada and Europe
FSX-06-Real Environment & Active Sky Evolution