Quartus looks at multiple .sdc files like one long .sdc, so the general recommendation is to put clock constraints at the top (in the first file) and then everything else below since all constraints besides clock constraints will rely on those clock constraints at the top.
In a team-based design, you might have a team leader create global clock constraints in a file and then team members with constraints specific to their parts of the design in their own file(s). The file with the global constraints should be first so that the local constraints lower down can override the global constraints if needed.
#iwork4intel
