No it doesnt matter what order you play them in, though if it were me, I would get frustrated playing them out of order.
After completeing them in chronological order with my origional character, I moved on to my favorite character and just did HH and OWB, but decided because LR is coming out to re-do DM, in case there happened to be additional dialogue I would miss out on.
Now I dont like to play a stupid character, I mean I've just dealt Joshua Graham and the tribes of Zion, I've out-smarted the think tank and dr mobius, but my character cant put 2+2 together and realise when he meets christina or elijah in dead money that
Spoiler Oh, your the girl from the tapes with Uylesses, I have slept in the cave you slept in I have been to the big empty i dont need you to explain what it is, or who elijah is, i am, as it turns out a fairly prominant member of the BoS, I have even brokered a peace with the NCR, and have even harnessed/deactivated the weapon at Helios One
, stuff like that niggles me, so I would play them in order, but thats not to say you cant.