the first should be the least pressured as there is more time for your team to get back in it. As penalties head towards sudden death, the more likely the pressure increases as there is less time to change matters. If players less used to taking penalties go first then they take them with less pressure and should score. If the final penalty is reliant on you to score to win or stay in, then it's good to have someone more confident and used to taking penalties to take it. Clearly this strategy doesnt work if you lose before the final penalty! Putting your best on first may give you a boost of getting off to a good start but then this may increase the pressure on those, less able, having to follow you.The first penalties are the more nervy.
Whilst it didn't work for Portugal last night, perhaps if England tried a different approach to penalties it might change their luck!