Toughie.....
I would go a little php, then switch to a timy bit of JavaScript, finish php, jQuery, then SQL.
That way with PHP and JS you can build some sites. Then you bring in jquery and
1) you will realize it simplistic power better and
2) you will be able to change around some of the sites you made earlier and see how jQuery is helpful
(I wouldn't recommend going too big on the site stiff before jQuery tho.)
Also, this way you will be able to keep an interest switching between languages, learning how each can help/change each other.
Then SQL is the icing, basically.
Just my opinion.