There seems to be some confusion about what goes first and what matches (texture-wise) when it comes to makeup application. Now, there are several makeup textures - powder, cream, liquid, and gel. The general rule is to use wet makeup with each other (cream, liquid, gel). Same with dry makeup!
Nonetheless, we always need to mix products so it's important to know what should go with what. You don't want streaky and uneven application, right?
For example, powder blush MUST go on over some kind of powder base (foundation or setting powder). If you apply it on top of liquid or cream foundation, you'll find that you'll get nasty streaks and too much color! The wetness will "grab" the pigment on the blush and make it brighter where it's wetter.
However, if you're using a cream, liquid, or gel stain blush, you must try to wear it only on top of liquid and cream foundation. You'll be able to blend them properly, something you can't do over a powder base. Why? Because conversely, the powder will "grab" or absorb the wet makeup and give you streaky color.
If you're really skilled though, then cream/liquid/gel blushes won't be a problem over powder. ;)
As for concealer and foundation - many people wonder which goes first. It depends! If you're wearing powder foundation, apply a cream/liquid gel concealer underneath. Set. If you're wearing a wet foundation, you must apply a wet concealer on top, then set. If you have both a powder concealer and foundation, foundation first then concealer so as not to erase the concealer.
Hope my explanation isn't too confusing! Let me know if you have any questions and I'll try to answer them as best as I can. :)