you should do them at the same time.
just go easy on them for the first hundred miles.
around town and moderate braking should break them in nicely
just no hard braking at highway speed.

make sure you change the shims, clean the crap off the caliper mounting bracket with brake cleaner (where the pads sit), and lube everything up with the caliper lube to prevent noise.

dont put lube on any friction surface

~boom