If you want to figure out some quirks of a calling convention, you can always ask the compiler to do it for you, on the not unreasonable assumption that the compiler understands calling conventions.

"When a __stdcall function returns a large structure by value, there is a hidden first parameter that specifies the address the return value should be stored. But if the function is a C++ instance method, then there is also a hidden this parameter. Which goes first, the return value parameter or the this pointer?"

This is another case of You don't need to ask me a question the compiler can answer more accurately.

struct LargeStructure
{
 char x[256];
};

class Something
{
public:
 LargeStructure __stdcall TestMe();
};

void foo(Something *something)
{
 LargeStructure x = something->TestMe();
}

You could compile this into a program and then look in the debugger, or just ask the compiler to generate an assembly listing. I prefer the assembly listing, since it saves a few steps, and the compiler provides helpful symbolic names.

  00015 mov     eax, DWORD PTR _something$[ebp]

; LargeStructure x = something->TestMe();

  00018 lea     ecx, DWORD PTR _x$[ebp]
  0001e push    ecx
  0001f push    eax
  00020 call    ?TestMe@Something@@
                QAG?AULargeStructure@@XZ
                ; Something::TestMe

We see that the last thing pushed onto the stack (and therefore the top parameter on the stack at the point of the call) is the something parameter, which is the this for the function.

Conclusion: The this pointer goes ahead of the output structure pointer.