In addition to Bank, Contraband, Venture, and Loan, and Horn of Plenty, there's also Philosopher's stone. In case the Venture or Loan decreases the number of cards in the deck to make the Stone worth less, or HOP increases the number of cards to make it worth more.
I think that's it though. If you have all of them to choose from...
Contraband you probably want to play first, to give your opponent the least information before they choose what to prevent you from buying. Then basic treasures. You probably want to play Philosopher's Stone next, because Venture and Loan might decrease the number of cards in your deck/discard. Then Venture or Loan; if you know what cards are coming up, pick the order based on whether you want to play or trash your next treasure. You want to play Bank last, to make it worth the most.
Horn of Plenty... well, you might want to play that before Philosopher's Stone if you want one extra card in your discard, or you might want to play it before Bank if you want the Bank to be worth 1 more, or you might want to play it after Bank to be able to gain the highest-possible-cost card with it.
...of course, most games don't have THAT much complexity in treasure playing, it's usually just one around that cares about order.