Always start with your Master Wide Shot. No matter what, this shot is your savior in the editing room. If you start with all you CU's first, say you run out of time and you have to move to the next scene or the talent has to leave. If this happens then it will make it extremly dificult for the editor to cut the footage together. Shooting the Master first means that technically you've shot your scene so if time runs out later and you can't get that one CU that was in the shot list, at least you can cut your film together and it will make sense.
Also like the other guy was saying, once you shoot your Master WS, your grips and electrics can start breaking down equipment that isn't being used to keep the set clean and organized or if it's the last shot of the day then it's much easier to wrap the shoot since a lot of the equipment is already packed away.