I usually do before, but sometimes I don't... I think it's more a matter of preference! Try both and see how it looks and whichever you like better, do.
If you do blush second, it will be more noticeable, and if you do bronzer second, your blush will be more subtle and also more 'bronzer-y' colored.
Hope this helps!!
I definitely agree with smartmint! Bronzer should be applied first, then blush, and then, if you want, highlighter. If you apply your bronzer after blush it can sometimes come out too muddy and heavy, and as smartmint said too, you won't be able to see your blush that way.