I'd say try and burst down a squishy dps first. Will reduce the chance of losing any of your chars a lot. Then if you have enough burst, take out another dps. If they only have a healer left up then you've won.

If you take out the healer first, they still have two dps left which could beat your team once your initial co-ordinated burst is over.

Of course it really depends on what classes you are facing and will vary between different combinations, every time you lose, think about what you could have done better and whether a different kill order would have more chance of success. The more you play, the more experienced you become and you'll instinctively know which class to kill first.