As a native English speaker, I've always learned that it's more polite to put yourself last in a list of people. I don't have any official sources to back that up, but it helps that mentioning yourself last is more grammatically correct.
For example, aside from putting yourself first, 'I and Rob' is not a proper phrase as far as I know- if it is, it's one so rarely used that people will find it extremely jarring.
When the group of people including you is the subject of the phrase, list the people first followed by 'and I'. When the group is the subject, it's all the other people plus 'and me'. It's worth noting that even though many people will say 'and myself' instead of 'and me'-usually to sound more formal- this is technically not correct.