When installing new batteries and an alternator, do I connect the wires to the alternator then the batteries or vise versa? Also does it matter which battery I connect first? Oh yeah, just for reference...is it connect negative, then positive or positive then negative?

Always connect the battery cables after finishing any other electrical work. Positive first, then negative. It doesn't matter which battery you connect first.

Agree with benjammin, do negatives last.

As said above do the negative last so you dont give the PCM a power spike.