I have yet to beat the game (NOOB!) so I'm just curious to what order you folks play the levels. After 1-1, I went right after that nasty dragon. Then, I did 2-1, 3-1 and 4-1. 

I played it like: 1-1, 1-2, 2-1, 3-1, 2-2, 3-2. Can't remeber which one I did after that.

whatever order you want maaaaaaaaaaaaaaaaaaan

My first time, I tried to go in order. What a horrible mistake that was.

I forget, but right now on new game + I have 1-1, 1-2, 2-1, 2-2, 2-3, 3-1, 3-2, 4-1, 4-2, 4-3, 5-1 all done. 

The first time I played:
1-1, 1-2, all of 2, back to 1-3, all of 3, all of 4, all of 5, back to 1-4

Depends on how I'm building my character.  If I'm focusing on faith I may head to world 5, magic to world 3, etc. 

Just started my ng+ so have more of an idea. Did 1-1, 3-1, 1-2, 1-3, 1-4, 2-1, 2-2, 2-3, 2-4, 5-1. I'll probably hammer out the 3's last.