I tend to like family themes: Different vintages of EWSB; Beam family or Sazerac family; a flight of ryes. Looking for family resemblances and differences between iterations. More often though, I find the ideal follow up to AAA is more AAA. Ditto VOB and OWA.
The best way to savor Old Grand Dad on the rocks is with another just like it.
My process is quite simple: I generally start with bourbon, then drink more bourbon, and end with........ bourbon! Sometimes I have rye or corn whiskey, but the vast majority of the time it's bourbon.
The only rules I follow regularly are lower to higher proof and leave the ryes for last. Otherwise, it's whatever fits my mood. If I have a free evening I might have some fun comparing bottles from one distillery or with similar mash bills, different years, etc. I think the only universal rule is to have fun with it, whatever you're doing.
No set order - it all depends on my mood. Some nights I'm in the mood for a sherried single malt like the Aberlour A'bunadh, other nights I feel spicy so I reach for a rye - like a baby Saz or a Willet 4-yr. My only "rules" are to gauge my palate before I have another to see if I'll appreciate something and if it's worth pouring or if it will be wasted. For example after a heavily peated whisky - I'll generally stay in the same ball park or stop for the night. If I've had a barrel proof bourbon I might follow it up with another high proof bourbon - although I always add a bit of water when the ABV gets up there. Last night felt like a OFBiB night (big spender I know), then I had a small dram of Baby Saz and finished up with an even smaller dram of Smokehead. Tonight after working in the yard with the warm weather will probably be a gin I just got - Berkshire Mountain Ethereal Barrel-Aged Gin - amazing stuff. I have it on the rocks with a splash of soda. Tons of peppery goodness.
On the nights I feel spicy I don't reach for a bottle.
Don't change it up much each night as if it looks good for the first pour it certainly looks better on the second pour.