Lily and James' death

[zsenya at yahoo.com]

No: HPFGUIDX 5280

Ok, I know I am new, but now that I am here, I can't stop thinking! If 
this has been discussed before, please let me know.

(Let me just say that I have quite a long commute so these types of 
things pop into my head at the strangest times!)

My question is about the death of Lily and James. I am trying to 
figure out the order of things.

I had always sort of assumed that James died first (because he was 
trying to hold off Voldemort) and then Lily, and then Voldemort tried 
to kill Harry.

However, in GoF when the shadows are coming out of the wand, doesn't 
James appear before Lily (meaning that he died afterwards?)  
Unfortunately, I don't have GoF here (I leant it to a friend) so I 
can't double-check this, but I seem to remember James appearing first 
and then saying something like "Your mother wants to see you" 

So, if I am remembering correctly, what happened? Did Voldemort kill 
Lily, start moving in on Harry, and then James came in and tried to 
stop him some more?  Would the death order matter at all? Hmmm... 
someone set me straight!