Order is strongest with their military units, followed by thief units, and lastly mages. The Paladin Lord ranks one of the best warriors in the game, while the ranger lord isn't far back among thieves. The wizard lord, though, is one of the weakest. The order wizards do have some powerful spells though.
The Paladin Lord - Choose this lord if you want to gain control of Urak through brute strength. It is very easy to take over your temple, giving you a quick start into the game. He can gain levels relatively easily, since he can take out most structures alone, thus giving you maxed out knights and paladin champions quickly.
The Ranger Lord - This lord has only 10 range, but when he hits, look out. His ranged attack of 18 is 2nd best among all maxed out theif lords. Use this to your advantage. Sneak up, shoot, run away. You'll have quickly destroyed an army. He is average at experience for gaining levels.
The Wizard Lord - This lord can be difficult to start with, but once he gets some high level spells, watch out. With possession and justice, he can really clean up. The only trouble is getting him to a high enough level. He gains levels quickly, so it won't take long to be producing high level wizard champions. Send them out to do some damage, in groups of three.