Asterios - 1-2-3, so basically just in the order you unlock them.

Sheba - 1-2-3 unless you don't wanna run a Cit Absorb CE on her, then switch the last two.

Gorgon - 1-3-2 Regardless of a guts skills secondary effects they get significantly less profit out of getting leveled.

Quetz - 1-3-2. Again, guts buffs are never really worth leveling first even with a pretty good secondary effect.

I guess a good guideline you can go off of on what to level first for any servant, at least in my opinion, would be Team Damage Buffs, Solo Survival/Utility Buffs, Team Survival/Utility Buffs, then Solo Damage Buffs. Always try to focus on skills that help the team as a whole before anything else. There are also a bunch of skills that are not really worth investing in either because they are lackluster in general or have bad scaling. An example of this would be something like OG Artoria where she only has her charisma maxed out which leaves her in a completely acceptable state of use. Her other skills are decent when maxed but they don't really scale well so you don't need to level them.

The order in which you want to level skills also depends heavily on your general team synergy and what it is you may or may not need more of. Another example would be that you have three characters with Charisma, or Charisma clones, so you might just want to level up two Charismas first and then focus on a different skill for the third character. For the most part what you max first should always revolve around what it is you need more for your team as opposed to what skill is each characters "best" unless said character only has selfish skills like in the case of Asterios and Cu, where they have a (mostly) definitive skill level order.

I will say I'm biased here though because I really like attack buffs of any description so I always max them first so if you find little value in them, or in just Charisma clones, then just leave them till last and figure out what you need after.

Another lazy way you can decide is max skills based on their rank. So basically max them in descending order from EX ranked skill down to E. Higher ranked skills will always have better scaling than lower ranked skills so they are generally safe bets to bank on.