Do they play well together? Should I install them in any particular order? It isn't so much the textures I care about as it is the argonian and khajiit whiskers and spines I want.

Slof's pre-dates OCO by a number of years. OCO makes some major changes to head shapes. It's unlikely they will work together, but one never knows until you try. Since you want to override OCO's whiskers/spines (or lack thereof) install Slof's after.

BTW: This is exactly the situation where Wrye Bash's BAIN shines, letting you easily install, change the order of the installation, and uninstall and restore the original files. Just use the "Anneal All" command each time after you change the texture files around.

-Dubious-