I always put it on first too, just what I'm used to.With regard to eye creams I think a lot of places recommend putting on first as the skin is thinner and if you are using an eye cream you want to make sure that penetrates before you put other/thicker creams etc on.
I always put my eye cream on first after cleansing but that's what I've always been told to do and to me doing it last would feel wrong.
That explanation makes sense but of course it would be beneath Hirons to offer an explanation