Play Deus Ex first.
Make sure you optimise it too!
Install a new Renderer (DirectX 9/DirectX 10/OpenGL), then install New Vision for improved graphics.
Hopefully, 1.0.5 and the HDTP mod should be released soon so maybe hang back for a bit and wait for the final releases.
It is up to you however, and you've gotta play through TNM at least twice for the branching story lines.