Good article regarding loading of OLTP data and covering lots of ground. In a dimensional data warehouse the order of loading would be:
3. Bridge tables (Fact-to-Dimension and Dimension-to-Dimension)
4. Fact tables
5. Hierarchy mappings
6. Aggregate (shrunken) dimensions
7. Aggregate fact tables
For more info, check out the Data Warehouse ETL Toolkit by Joe Caserta and Ralph Kimball. Good work!