In which order should you visit locations? | Walkthrough Dark Souls Guide

We suggest the following order:

1. Undead Asylum
2. Firelink Shrine
3. Undead Burg
4. Undead Parish
5. Depths
6. Blighttown
7. Quelaag's Domain
8. Darkroot Garden
9. Darkroot Basin
10. Sen's Fortress
11. Anor Londo
12. Darkroot Garden II
13. New Londo Ruins
14. The Duke's Archives
15. Crystal Cave
16. Demon Ruins
17. Lost Izalith
18. The Catacombs
19. Tomb of Giants
20. The Abyss
21. Kiln of The First Flame

As a bonus you can visit following locations:

1. The Great Hollow
2. Ash Lake
3. Undead Asylum II (return)
4. Painted World of Ariamis
5. The Valley of Drakes