I found this article that shows the order of events by HttpModule and Page.  I am going to be using it as a reminder.

You can find the entire post here http://forums.asp.net/t/1191194.aspx

BeginRequest - HttpModule
AuthenticateRequest - HttpModule
PostAuthenticateRequest - HttpModule
PostAuthorizeRequest - HttpModule
ResolveRequestCache - HttpModule
PostResolveRequestCache - HttpModule
PostMapRequestHandler - HttpModule
AcquireRequestState - HttpModule
PostAcquireRequestState - HttpModule
PreRequestHandlerExecute - HttpModule

PreInit - Page

Init - ChildUserControl
Init - UserControl
Init - MasterPage
Init - Page

InitComplete - Page

LoadPageStateFromPersistenceMedium - Page

ProcessPostData (first try) - Page

PreLoad - Page

Load - Page
Load - MasterPage
Load - UserControl
Load - ChildUserControl

ProcessPostData (second try) - Page

RaiseChangedEvents - Page
RaisePostBackEvent - Page

Click - Button - ChildUserControl

    DataBinding - Page
    DataBinding - MasterPage
    DataBinding - UserControl
    DataBinding - ChildUserControl

LoadComplete - Page

PreRender - Page
PreRender - MasterPage
PreRender - UserControl
PreRender - ChildUserControl

PreRenderComplete - Page

SaveViewState - Page
SavePageStateToPersistenceMedium - Page
SaveStateComplete - Page

Unload - ChildUserControl
Unload - UserControl
Unload - MasterPage
Unload - Page

PostRequestHandlerExecute - HttpModule
ReleaseRequestState - HttpModule
PostReleaseRequestState - HttpModule
UpdateRequestCache - HttpModule
PostUpdateRequestCache - HttpModule
EndRequest - HttpModule
PreSendRequestHeaders - HttpModule
PreSendRequestContent - HttpModule