1.Amplifiers, on last and off first.
2.If you have an active crossover or something like a DSP between the preamp and power amps; on before preamp and power amp. Off, depends on answer to #2.
3.Preamp, on second (if you have #2), off second or at the same time as #2.
By "source", what do you mean? DAC, CD player, turntable, tuner, streamer or what?
Are we talking, SS, tube, class D? Please provide MORE DETAILS before following my advice above!