Interesting question, I've never really thought it about it before!!
I guess I tend to do dark first and finish with ligher colors. Say I was weathering a diesel used in ore service (my diesels are mostly light blue by the way). I use powdered charcoal to give it an overall 'patina' - adding powdered charcoal then wiping much of it off so it stays in the areas around doors, louvers etc. and overall tones down the paint and lettering a little, then seal that in with flat finish. Then I add one or two shades of rusty red chalk here and there, like around the trucks and pilots and other areas to represent ore dust.
That German painter guy on PBS used to always say "You've got to have DARK to show light" - in order to do bright colors like sunlight, you need to establish a dark 'base' first so the lighter colors really show.
Here is a link to flat car deck weathering.
http://www.pacificcoastairlinerr.com/decks
If you really want to learn to weather, try this link.
http://modeltrainsweathered.com/register.htm
This will take you directly to the forums regester page. You
have to register in order to keep the site free of spammers.
If you want to just see the main page, try here.
http://modeltrainsweathered.com/index.htm
These links will work with all browsers.
"Rust, whats not to love?"