Hi
Well after you loaded the data in the cube you 1) recreate the index. (Which you can delete before you load the cube) depending on if its full or delta. After index refresh the 2) db stats. Then a 3) compression (do not compress up to the last delta leave like 7 days). Then rollup the 4) aggregates. On daily life this is all in a process chain. You find all options when you design a chain.
Change Run is for masterdata not necessarily related to a cube load. Integrated Planning is somethign complete different.
If you use a different order it wont affect reporting in the end but it will slow down you load time.
hope it helps
Martin