I think if you just consider Economy/Coach class, it is boarded back to front, after the 1st and business classes board first.
No matter what order I'm told to board, I usually wait until the last group, as I'd rather sit in the lounge and stretch my legs for 5 more minutes than in a cabin that feels all the more claustrophobic because of everyone standing in the aisles and reaching over me.
The problem I find, on crowded flights at least, is that if you don't have checked luggage and board late, you could find yourself without a place to put your carry-on, forcing you to check it.
I've had checked luggage lost temporarily as well as having to wait an additional 30 minutes to get it off the carousel so I try to carry-on when possible.
No matter what order I'm told to board, I usually wait until the last group, as I'd rather sit in the lounge and stretch my legs for 5 more minutes than in a cabin that feels all the more claustrophobic because of everyone standing in the aisles and reaching over me.