When i'm putting on and taking off strings, which string do I start with?
doesnt matter i guess
thinnest to keep tension on the neck as close as you can to perfect without having all the strings on
Lower tension simultaneously on each string so your guitar neck will not "twist". I've read about it somwhere. I don't fully belive it but just don't take any chances.
I don't think it really matters if you're just changing one string at a time. If you want to clean the neck and need to take all the strings off, do what _vampire said and lower the tension evenly until all the strings are off.