I did consider playing Citadel prior to Thessia, and there's a definite argument for it. Ultimately I went the other way though - Thessia's pretty much Shepard, and Liara at their lowest ebb - they needed the break as things were starting to fly apart at the seams. Plus we were about to go on the offensive against Cerberus by tracking them back to Horizon, hence a good time to give the ship a once-over.
The problem I had with placing it prior to Thessia was that once you learn about the Prothean artifact on Thessia it's pretty much a race against time to beat Cerberus to it. From a story-flow perspective I thought it worked best to keep that pace rather than interrupting it with a side mission. Of course the same could be argued about placing it after Thessia as well though, so it was a close call. With this being the first time that Shepard's been bested, a pause seemed appropriate.
Omega - Well I guess you really could play that one either way. Prefer it after the coup myself - what with Thane's fate, and potentially the VS's as well, it put my Shepard in the right frame of mind to just go there, and shoot the sh1t out of anything and everything with a Cerberus badge on it.
Leviathan tends to be the one that I seem to play at different places every time I play it. I do however always leave the final mission from Leviathan until quite late in the game, otherwise it gives Shepard knowledge that doesn't quite fit with the narrative of the earlier missions.
The Citadel party - well my Shepard lives, so that isn't a problem, however EDI dies. There's an argument among'st some fans that Starbrat might have been lying about killing ALL synthetics - unfortunately, the evidence doesn't bear that out - EDI's name's up on the memorial wall at the end, hence she died. As such I have no problem in playing the party after the end of the game and treating it as a LOST finale-type ending.
The MEHEM guys are missing a trick with the memorial wall scene - they should swap out the destroy version and replace it with Control - EDI's name doesn't appear up there in the Control ending, and hey, if you want it to be THE happy ending then really, the sexbot should live too.......!