On the question C/C++ include file order/best practices, the best answer recommends to include the related header first.
Same for Google and Mozilla style guides.
However, in both cases, I couldn't find a good reason why you would do this.
Google and Mozilla coding rules look best to me, because they enforce you to include the most "standard" headers first.
This way, I think you are less likely to mess up the included files (for examples by undefining some macros used in the other headers etc.) so that looks like the best way to go for me.
But following that rationale, why would you include the related header first? Since any syntax error in it might mess all the following headers?
I would think including the related header last would be best instead.