Which should I install first: Visual Studio 2008 or SQL Server 2008?

I install the Developer Edition of SQL Server instead of the SQL Server Express edition that comes with VS2008. I find that the install works better if you install SQL Server first, that way there is no need to uninstall the Express edition before installing SQL Server Developer edition. I don't recommend having both editions installed. I had no end of problems until I figured out that having two versions installed was the issue. Uninstalling VS and SQL Server Express may be necessary, but I believe it was enough just to uninstall SQL Server Express and (re)install SQL Server Developer edition.

I don't think it matters what order they are installed.