It's preference...you don't need to change your boot sequence at all, if you have an option along the lines of "Press F8 to boot from other device..."--could be a different key/worded different, or may not have it.
But...just think logically. If you have a floppy/CD-rom before the HDD, it will take a second or two longer for the computer to check if there's a diskette/CD, and if there is, to scan it for a boot image.
Personally, I have my HDD as first boot device...and disable the rest. It's just all preference. If you plan on using boot-diskettes, or need it to use LILO, you'd want it before the HDD.
Err...so yeah, unless you plan on using a diskette or CD, just put the HDD first and if you ever need to use a diskette or CD, just go back in and put that as the first boot device...is my opinion...