Start with the easy vanilla dungeons (the 1s, VoM, ...), continue with the harder ones. When you got CoA2, you can start with DLC dungeons. Id recommend CoS, WGT, ICP, RoM, BF, FH, SP, FL in that order
I'd go with what Sleepersword said, can't really go wrong with doing it that way.
The 1st few should be easy enough to get no death, speedrun + Hardmode in just one run, so long as you have all done the dungeon before.
For later ones, it might get a bit trickier depending on your DPS / awareness of mechanics.
What we usually do in newer groups is to start out the dungeon with the intention of doing a Speedrun, no death - if we don't quite make it in time or someone dies, you can now focus on the Hard Mode (as you have all the time you need now to complete it).