I'll respond to the last few posts by saying that third years often have the tendency to stress out way too much on how to schedule their rotations. Again, I'll emphasize that some medical schools (mine included) allow very little control as to WHEN you take your rotations during third year...we did not have the chance to dictate when exactly we would take internal medicine, surgery, etc, etc.
If you're a potential anesthesia applicant and you get stuck with surgery or internal medicine first (I happened to get IM first), don't sweat it. Work hard, STUDY FOR YOUR SHELF EXAMS, and you should do fine. Attendings and residents that are worth their salt will understand that you're doing your first rotation, and that you don't have the experience yet. (Of course, I realize that that is attending and resident-dependent, just like the subjective portion of your grade).
So to sum up: the order of your clinical rotations does not matter nearly as much as how well you do on your rotations. Work hard, show enthusiasm, study for your shelf exams, (insert other advice that all 3rd and 4th year med students have heard ad nauseum).
One caveat: If you are interested in anesthesia or any other specialty that is not a required rotation at your school, try to do a rotation in said specialty BEFORE the second or third month of fourth year. This is the ONLY case that I can see where the order of your rotations might matter.