I recommend this order. It's the one I used while watching, and it's pretty flawless. It's also designed for minimal disc-swapping if you're using the DVDs.
Anyway, the Fringe finale was last night. I enjoyed it quite a bit, even if the latter chunk of the season had a distinct "Oh shit we might get cancelled" feeling to it and the finale itself felt a little rushed. There were some great surprises, one of the most disturbing scenes I've ever seen on the show (THOSE EYES), and it made the 2036 episode feel relevant to the season itself by fulfilling quite a bit of its foreshadowings.
Really looking forward to the final season!