I do it a bit differently though. For me, centering is the process of drawing together all the energy I want to return to the earth. So I centre first. I focus my energies into a focal point in my body and then hold it steady for it to be returned into the earth. Its the part of the process that I find the most difficult as I've never found a visualisation for it that I'm completely happy with (suggestions on a postcard please!) and it usually takes me a lot longer than the grounding which I find the most beneficial.
I do also know of one witch who always shields first and then does all her energy work inside her shield. So I think it is very much what feels right and works best for you.
Image http://browse.deviantart.com/art/Forcefield-Powercard-142642037 (Branganator)