A little late to the discussion, but I have been giving some thought to the order on how to watch TP since I'm going to watch it again soon with my girlfriend (her first time).
I am thinking that maybe we should start by watching the first act of Fire Walk With Me (the Chet Desmond, Sam Stanly part and the murder of Teressa Banks (since it takes place a full year before the series starts)) then stop the film and switch to the tv series. After the tv series is over we can go back and finish watching the movie (the last seven days of Laura Palmer).
What do people think of that plan? It's probably the closest way to watch it in chronological order, without giving away all of the spoilers that are in the last half of Fire Walk With Me.