These are well trained animals (a few sea lions, an otter, and a walrus).  The show is great for kids yet funny and fascinating enough for adults.

So you don't start out with the big show and they all seem boring after that, I would do it in this order:  Dolphin, Sea Lion and then Shamu.  There was also a Pirates 4-D show we never did get to see, so I don't know about it.