I am taking AI and ML. I would like to take game theory or pgm. But, I think I will start with analysis and design of algorithms. In my mind that should help me take the other classes later on. What do other people think?
Algorithms are core CS and I would definitely recommend taking them prior to other courses. The best way to know what to take first is to take a look at course prerequisites and the program tracks:
http://cs.stanford.edu/degrees/undergrad/ProgramSheets.shtml