Generally, using the larger muscles in the body burns more calories than using the smaller ones.  The smaller muscles in the body become tired much quicker than the larger ones. So as it stands, a good way to do resistance training is to start with your larger muscles groups and work your way to the smaller ones.  It's always great to alternate between the groups in order to let one area rest before going back for the next round, but leaving a few more exercises or spending more time on the larger muscles will burn more calories during your workout. By the same token, whole body exercises that work multiple groups simultaneously are the best calorie burners.  Of course they are the ones that leave you the most winded and require slightly longer recovery periods between sets.  That's good and your heart welcomes this.  

Always do a warm up before resistance or weight training.  A warm up is simply anything that slowly builds heat in the body.  Slowly building heat over the period of 5 to 10 minutes before adding resistance to the muscles will enable them to work more efficiently and will prevent injury.  When the body is 'warmed up' through light exercise, the muscles are allowed to respiratory system is challenged to deliver more blood to be delivered to the muscles. When the body is 'cold', and you put a load on it, the muscles create little tears within themselves and they take longer to heal since blood is what feeds them.  When the body is cold, the blood vessels constrict; when the blood is restricted, the nutrients don’t get in efficiently.  So remember to WARM-UP BABY!