A question that has been raised by Fraysters is, when did Lord Voldemort make his Horcruxes? Personally, I feel that what is important is not so much the order in which the Horcruxes were created, but who did Voldemort kill to make them?
In fact, before going on we need to consider exactly how a Horcrux is made. What we know is that pieces of soul are torn free when a wizard kills by magic; and that those soul pieces A) cause the wizard to become less humane and empathetic, and B) that the wizard can implant them into animate and inanimate objects, and C) if the wizard is discorporated as a result of his attempt to do murder, the torn soul bit will seek the nearest living thing at the site and implant itself in it. A and B we infer from the behavior of Voldemort and his known creation of Horcruxes, and C is explicitly stated in Book Seven. Now we can proceed.
We can be sure of who died to make the Horcruxes in only one case. Hephzibah Smith's house-elf Hokey was sent up for her murder, but we all know Tom Riddle, not yet revealed to the world as Lord Voldemort, killed Hephzibah to get the Hufflepuff Cup and the Slytherin Locket, also in her possession. Although, come to think of it, there is no guarantee that his soul was torn only once when he murdered Hephzibah. It's possible, I suppose, that one kill did for two Horcruxes; but I think Rowling set the rule as one kill, one Horcrux. I guess we'll have to presume one or the other was made into a Horcrux at a later date, but i suspect Riddle did the Locket first, as I'll explain later on.
I don't recall Rowling talking about how the Gaunt Ring aka the Resurrection Stone became a Horcrux. Neither did she mention how it was that Voldemort located the long-lost Ravenclaw Diadem and change it over.
It's possible that the Dark Lord didn't make Nagini into one until Book Four. We may presume that the reason Harry was able to see the attempted murder of Arthur Weasley from the point of view of Nagini in Book Five was because of his indirect connection to the snake via his involuntary status as the seventh Horcrux. I believe the death of the old gardener was the element necessary to sever the piece of soul housed in Voldemort's pseudo-body; and having a little piece of soul to hand, Voldemort implanted it in Nagini, the better to use her for his purposes.
How Harry became a Horcrux was established in Book Seven.
Which leaves us with what appears to be the most powerful of the souls bits in the Horcruxes, the Riddle Diary. If it was in fact the first one made, it might well have had the largest piece of Voldemort's soul in it. This is supported by the fact the diary could 'talk' to people by using ink they put on the page and even show memories to people after the manner of a Pensieve. The appearance of Riddle himself, however, was due to his draining the life out of Ginny Weasley, not the inherent power of a Horcrux, but rather the power of that Horcrux. Harry's stabbing the Riddle Diary with a basilisk fang put paid to that particular Horcrux.
Continuing in this wise, let's look at what the other Horcruxes could do and how they were destroyed.
The Gaunt Ring had sufficient power to kill Dumbledore, even if slowly. He smashed it with the Gryffindor Sword.
The Slytherin Locket had the power to taunt and attempt to influence Ron and Harry. It also was destroyed by the Gryffindor Sword, wielded by Ron.
The Hufflepuff Cup and the Ravenclaw Diadem we do not know about. However, both were easily destroyed and did not so far as we know attempt to speak to or subvert humans. Hermione stabbed the Cup with a basilisk's fang and the werefire started by Crabbe (or was it Goyle?) burned up the Diadem.
Nagini did not acquire human speech or even self-interest as a result of the bit of soul in her. She was beheaded by Neville, using the Gryffindor Sword.
(Parenthetic note to any would-be Horcrux makers: before you start down that path, you would be wise to locate and destroy the Gryffindor Sword. That weapon can ruin your whole plan!)
And Harry was done in by Avada Kedavra, surviving it a second time only because he was holding the Resurrection Stone when Voldemort zapped him. Therefore, the zap got only the soul piece and not the vessel. It appears that Harry's soul as well as the bit of Voldemort's "went out of the body," and Harry, his soul intact and able to make such a decision, chose to return and rejoin the fight at the climax of the Kings Cross Station sequence. The bit of Voldemort's soul was unable to do so, being sundered.
So, after examining the information available, I think we can conclude the order in which Voldemort made his Horcruxes was this:
1. Riddle Diary; 2. Gaunt Ring; 3. Slytherin Locket; 4 and 5 (no data to discern the order). Hufflepuff Cup and Ravenclaw Diadem; 6. Nagini; and 7. Harry Potter.
The greater question of who was killed to make all the Horcruxes remains.We know for certain only in the case of Harry himself (Lily Potter). I am inferring that Nagini was so made by the death of Frank Bryce, the Riddles' old gardener; and that Hephzibah Smith's demise enabled the creation of the Syltherin Locket Horcrux. But I cannot say this for certain, logical as it seems based on the structure of Rowling's universe. The most interesting of those remaining is the Riddle Diary. I have a hypothesis concerning that.
We know that Riddle was a Parselmouth and could control the basilisk in the Chamber of Secrets. We also know that the disembodied Lord Voldemort could possess snakes and small creatures, though they did not live long when he did. A basilisk, however, is made of sterner stuff.
Let us suppose that Tom Riddle possessed the basilisk when he opened the Chamber while he was still at school. He gloried in his power to terrify the school, and eventually gave in to his urge to demonstrate that power. In that case, we know whom was killed to create the Riddle Diary Horcrux. Only one death fits the data.
The Riddle Diary Horcrux was made as a result of the murder of Moaning Myrtle.
It all ties together. All Myrtle saw was the basilisk's eyes. The basilisk was being 'driven' as it were by Tom Riddle, so he was responsible for her death. That tore his soul, and he implanted the chunk of soul so torn, possibly as much as half of the total soul, into the diary. That made the most powerful of the Horcruxes, and ironically that one was the first to be destroyed.
And who says the Wizarding World isn't real?