hm, I had the wrong scenario in mind.
I had it in mind where you could play them the same turn:
I.E. you had to play a dimshield last turn and you can now choose between an immortal and a phase dragon.
I used 'most expensive' instead of 'highest attack' because of the creature abilities:
play the purple nymph before the abomination.
I guess my previous rule of thumb would work better if you added 'that you can play this turn'.
A more general rule, although it doesn't take non-damage creature abilities into account, would be to
'play your creatures in such a way that, once you played them all, you've dealt the most damage'.
Now, this is not very precise, since you do not know when you are going to draw additional pillars.
This makes it slightly more beneficial to play cheaper creatures.
'most efficient' is also a decent order to play your cards.
auburn nymph is more efficient than a warden, and it can be worth waiting for it.
However, you more than likely will need defense earlier than you can send out your nymph.
Also, none of these things take 'luring out cc' into account.
There is no rule of thumb that will be better than 'think about it yourself during the duel'.