It may depend more on your budget. The worse your current shocks are the more difference you will notice with the Konis. Mine were completely shot. I think the sway bars, bushings and torsion bars made more of a differance in handling on mine. Adding the coilovers with new shocks and then lowering the ride height really helped the in balance transfer. Had I done that first, it may have helped more but you really need the stiffer bars to keep the suspension off the bump stops.
If you can't do it all at once, I'd go with sway bars first, and then whatever is worn out the most after that.
Lee