SQL question: Does the order of the WHERE clause make a difference?

From a performance standpoint, does the order of my SQL WHERE statements make a difference?

For instance

SELECT ... FROM ...
WHERE a > 1
AND b < 2

Would that be any faster/slower than

SELECT ... FROM ...
WHERE b < 2
AND a > 1

Let's also assume that I know in advance that a > 1 will narrow the result set the most.

Also, does it matter if I'm joining two or more tables the order of my WHERE statements?