Rotation order is evaluated in reverse, so if rotation order is XYZ, the X and Y axes will follow the Z axis. Or, putting it a different way, the Z axis will drive the Y and X axes. Whereas the X axis will only affect itself. So you want the most important axis (the one the character will use the most) to make the others follow it, and so be the last axis. Check the example below for how to figure out rotation order.
Using the hips/pelvis as an example, obviously this will depend on how you're oriented you joints :
X = Bends forward and backward
Y = Turns around
Z = Bends side to side
Putting them in order of importance :
Y = Turning around
X = Bending forwards and backwards
Z = Bending side to side
So the rotational order for the hips/pelvis would be best set to ZXY.