Personally, I would not rely on the order of entities appearing in a selection set obtained through a graphical selection method - I would only ever use the order of entities in a set obtained using the "X" mode string, which is known to be dependent on the sequence of objects in the drawing database.
If the selection is obtained from the user picking multiple objects, I would instead suggest using entsel within a while loop; other methods of selection (such as window/crossing) do not imply a selection order in my opinion.