When LaTeX can't place a float immediately, it places it on one of several "defer" lists. If another float of the same type comes along, and the "defer" list for that type still has something in it, the later float has to wait for everything earlier in the list.
Now, standard LaTeX has different lists for single-column floats, and double-column floats; this means that single-column figures can overtake double-column figures (or vice-versa), and you observe later figures appear in the document before early ones. The same is true, of course, for tables, or for any user-defined float.
The LaTeX team recognise the problem, and provides a package (fixltx2e) to deal with it. Fixltx2e amalgamates the two defer lists, so that floats don't get out of order.
For those who are still running an older LaTeX distribution, the
package fix2col should serve. This package (also by a
member of the LaTeX team) was the basis of the relevant part of
fixltx2e. The functionality has also been included in
dblfloatfix, which also has code to place full-width floats
at [b] placement.
Once you have loaded the package, no more remains to be done: the whole requirement is to patch the output routine; no extra commands are needed.
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=2colfltorder