As a general rule, starting your session with plenty of walk is a good way to go. Take a few halts, some simple figures, and then your lateral movements. When you're used to doing more difficult lateral movements, it's a good idea to incorporate the "simpler" ones as well. Your horse never loses the need to work all his muscles, stretch, and become more supple. The more variety you create, the better.
Typically after the walk work we proceed into a similar routine at the trot and canter. More figures at the trot are easier because you're going faster with more impulsion (hopefully) and you can benefit from collecting, lengthening, and extending with more ease than the walk.
If you encounter difficulty with an exercise at the trot or canter, take it back a notch either in level of difficulty or gait. For example, you're having a hard time with your renvers (haunches-out, counter flexion) at the trot. Perhaps you lack impulsion or your horse becomes heavy on the hands. Try taking it back to the walk to remind your horse of the exercise and to feel where you may be going wrong. You could also try it at the posting trot or take it back to a leg-yield and slowly start changing the bend. This is a much better route than hammering out the exercise with no success. Remember, even a few good strides is better than many bad ones.