I was wondering... when the press conference happens after a game or practices and stuff for teams...

Do coaches go last or do they go first or how is it determined?

I don't think they necessarily go last. I don't know how it's determined exactly. I'm pretty sure though, that it's random each time. Usually the QB, leaders of the team or coach will be one of the first speakers at the podium, after games, especially key ones/playoff games, win or loss.