i know that the first three we tried were carrots, sweet potato and peas (we didn't want Ethan turning orange!). i know i figured that this would help fight against getting used to too much of a sweet flavour but figure that veg likely have more nutrients in too (but i guess it depends on the veg!)
oh, yeah, and squash was early too!
what we did was introduce one food at a time, early in the day (breakfast or lunch) for three days running before trying the next. that way you can monitor for any adverse reactions to anything and know EXACTLY what might cause difficulties for your lo, especially as three days means you aren't getting the effect of some other food...
HTH!
good luck!