How far in advance do you tell your child they'll be getting a shot? What do you find is best for minimizing the child's stress but generally trying to be an honest, not deceitful/manipulative parent? A few days? The morning of the doctor's visit? On your way to the doctor's office? Wait until it comes up at the visit itself?
We'll also have her baby sister with us at the visit, and the baby will also be getting her first shot (so my older DD has never seen the baby get one). I'm guessing the doctor/nurse staff will have an opinion as to which goes first, but if you think there's definitely a better/worse order, I welcome advice on this, too.
I guess that it depends on the child's personality. I would tell my DD the same day - she would not like to be surprised, but no need to let her mull over it longer than necessary. I tell her the truth - that it will feel like a sharp pinch for few seconds. It may "burn" as it goes in or be a bot sore afterward. I also let her know that the pain is quick/short-lived.
As for who goes first, I would suggest that your older one does so, so that is is not frightened by the (more likely) crying/screaming of the baby.
Apparently doing it rong and ruining it for everyone, but I don't give a crap anymore.