I'm not sure of the order the filters should be in. I've tried the junk filter first & the junk filter last & I'm still getting things in the Junk folder that should be sorted into mailboxes. Currently I have them like this:
Message headers
Message bodies (which doesn't seem to work at all)
To (sorted to boxes)
From (sorted to boxes)
DNSBL Script
Junk Mail Filter
The only ones that seem to be working correctly are the To & From filters that sort into mailboxes. I'm running the Bayesian & regular filters. Even allowed senders are going into the Junk mailbox.