ROMANA: Please, please, can we do just one thing at a time?

THE DOCTOR: First things first?

ROMANA: Exactly.

THE DOCTOR: But not necessarily in that order.

Doctor Who (1963-1989) British science fiction television series, original run (BBC)

18×02 “Meglos,” Part 1 (1980-09-27) [w. John Flannagan, Andrew McCulloch]
    (Source)

(Source (Video) at 1:11).

Almost always elided as "First things first, but not necessarily in that order."