It's entirely up to you, Strider123... That's one of the great things about the game: you can do most things in whatever order you like. I went back and forth quite a bit, and didn't bother clearing one map entirely before moving on to the next. It eventually all got done!
The only exception is hitting the gong, which you don't want to do until everything else you hope to accomplish is completed.
And welcome! <img src="/ubbthreads/images/graemlins/wave.gif" alt="" />