Decoupling with multiple caps per pin. Which should be closest?
The closest cap is inevitably always the smallest because the smallest cap will have the lowest/best capacitive reactance at the high frequencies where the chip supplier needs that decoupling: -



This is a good document by AVX on series resonance of capacitors and basically it's the series resonance of smaller caps that is higher hence while a big cap has turned inductive hundreds of MHz earlier, the smaller cap will still be ok.

See also this recent stack exchange post.

EDIT - I forgot to add that the further away the smaller cap is from the chip the more likelihood that the track inductance between it and the chip will cause bad effects. After all, the problem is one of series resonance of the cap with parasitic inductance and the parasitic inductance includes track length.