I thought I'd start a thread on what order you played (or are currently playing) the game in, what you are planning to do and what you would recommend. Preferably with some comments as to why that particular order if you have anything good to say about it :)

Here's my order on my current game, playing as royalty so cheesing a lot with magic:
1-1 : Since you are forced ;P
1-2 : I just kept on going after 1-1 (Also killed the dragon on the bridge here)
2-1 : I saw some comments recommending this one so I decided to try it.
?-?

Haven't really gotten far enough to do a recommended list (obviously) so I'll leave that to you guys ;) Would be nice if you mentioned recommended builds to be able to do a particular order for example if there is any.

1-1 
1-2 or 4-1: just get the crystal falchion or winged spear 
2-1: 
black world 2 tendency events  
grind spider stone for sticky bow +5
2-2 
white world 2 tendency events  
2-3
4-1 
black world 4 tendency events 
4-2  
white world 4 tendency events
4-3 
grind pure black 4-2 for a while and get crystal falchion to +5 and sharp uchigatana to +5 
3-1 
black world 3 tendency events 
3-2  
white world 3 tendency events
3-3 
5-1 
black world 5 tendeny events 
5-2 
white world 5 tendency events 
5-3 
1-2 
black world 1 tendency events 
1-3 
white world 1 tendency events (only if your a girl) 
1-4 (only up to killing BP ostrava) 
turn in gold mask and talisman of god to crow 
grind any stones you might need 
1-4 
old one 
 
 
 
 
 
I go straight to world 2 as i want to be able to use blacksmith ed as soon as possible 
I do world 4 next so that I can get anti-magic shield with storm kings souls 
then i do world 3, anti magic shield makes pure black pathetically easy 
world 5 cause... save the worst for last? 
world 1... which is easy mode

I just started a new character. She's a temple knight.  (I decided not to bother with non pole arms anymore)
1-1, 2-1 for Ed and all the good upgrade stones there and in the beginning of 2-2.
Down the elevator in 2-2 to face the NPC BP for the black stone.
Back up and to 1-2, for the ability to buy turp. 
A quick visit to 3-1 for the black leather outfit.
 
Then 4-1 because I like it and for the Adjudicator shield  (that part is optional though)

Her Halberd is +7 now. She has 60turp on hand and she is wearing black leather and assassins mask.  Adjudicator on her back.
SL 28 and unbeaten as a BP so far :)
 
Edit: just did 4-2 next for Old Hero's Soul. Immediately bought second chance with it and pumped faith and intel to use it (SL38).  Will have to be patient and upgrade weapons for a while. The one thing that I feel is missing for now is ... black turp. But turp from the merchant and sticky white from the slugs will do for a while. She still has a perfect record!!
 
Edit again: Sorm King and Dragon God are dead. I haven't leveled anymore. Next will vist 3-1 again for the clever rats ring. My bottle neck are clearly hard stones this time. Need them for the halberd and to upgrade a sword for the morion blade. (upgrading the steel shield would be pure luxury right now...)

Sorry for the spam but I thought it might be interesting for someone who wanted to build a strong pvp char. I feel like this is not a bad route through the game to achieve that particular goal.

Geckos in 1-3 and 1-4 drop hardstone / sharpstone chunks like crazy. I think I have around 30 of each after clearing a few times. 
WTB a +5 mercury, grey, and fatal for the trophies... =(

I don't really care about trophies. But she got beat once now :) I need to upgrade my weapons. The issue is I am upgrading:
The Halberd - I want to just take it to +10 for the largest base atk. since I will keep her level low. --> Hardstones
The steel shield - she can still roll with this and I carry it just in case  --> Hardstones
Short Sword - to make the Morion to stack with the clever rates ring --> more Hardstones
 
Uggh
 
p.s. she beat 3-1 now ... I might tacke 1-3 next, for the lizards.

Do 1-3 and 1-4... 1-4 has 3 different gecko spawns that are all easy to get.

did 1-3 yesterday. caught one gecko. I think my gecko hunting skills lack :)
Will take a crack at the ones in 1-4 today. anybody care to waste some arrows on the blue dragon with me :D

I will, but i'm SL 180... I have an alt thats 90, and another alt thats.... 30 ish?

I'm SL 38. I have lost my only fight so far to a SL52 (I HAD to ask:) So summoning doesnt appear to be very strict

hit me up when you see me online, i have a lvl 30 mage that can fuck up the dragon pretty easily.

@msdss: will do. 
 
In terms of world sequence, here is how I was a little more successful than usual killing the lizards:
The first one ran of course, with the 3 phantoms and all. One more escaped after that (lizards hate me). I got the next one and used the chunks to make the morion blade first!!
Then, with white tendency in place, I went to 4-2 to get Makoto.
Back to 1-4. Clever rats and morion equipped, then swing Makoto through the air a bit until the rats icon appears.
Switch to Sticky Long Bow +2 with heavy arrows. ONE HIT the lizards!!
The Halberd is +9 now :)

If you have the thiefs ring on you can get within bow lock on range w/o the lizard running, or you can just go in snipe mode and take it out. then you kill the 3 black phantoms. After that just stand in the back where the 3 black phantoms were and do a load game until you've got them all. Do the same thing for the one just passed the black phantoms, and the one thats by the dragon. piece of cake.

Thanks for the advice.
My Halberd is +10 now.
My dying attack power is 616. At soul level 38.
Not a bad achievement methinks.
Wait til you meet her online :)
 
Edit buffed with white stuff 726. That would hurt, wouldn't it :D
 
Next in line: black turp
 
K, got the Black Turp. Lets see what the damage is with that.. 
Look out honey cuz I'm using technology!!

Hmm Demon's Souls, maybe I should buy this game....
 
Cause I understand nothing in this thread,it all sounds cool though

Demon's Souls is excellent. Very intimidating, but the difficulty is over exaggerated. 
If you buy it, and need any help, let me know. After NG++++ I still find stuff to do hehe.