Depends on what you’re doing. For best cookies, you want to cream the butter with the sugar,
then add the eggs, and
finally add the flour. If you’re interested and can find one, it’s worth taking a vegan baking class. You learn a lot about ingredient substitutions for baking, about what the different non-vegan ingredients are doing that you have to compensate for…and it does something that I’ve only recently started seeing happen in non-vegan baking recipes: it separates the wet ingredients from the dry ingredients.
That is, when baking, you can usually (again, exceptions for creaming the sugar in butter, etc.) take all of your dry ingredients and mix/sift them together, and then you pour your wet ingredients in a well you’ve made in the dry ingredients (these can also usually be mixed together).