OK, your hand is Shanty Town Smithy Golem Copper Estate.
You play ST and then Golem, finding PH and Adventurer.
In the example we've been talking about, Adventurer draws Copper and Contraband. But we can't know that beforehand. So this is a problem in the example. But let's say you are really good at tracking your deck and there are only two cards left; Golem and Adventurer flipped through everything else so you know that the last two cards are Copper and Contraband. This is an edge case. This is allowed.
So you know your Adventurer will draw Copper and Contraband.
A) If you play PH first, you would get +$3 virtual coin and have in hand Contraband, 2 Copper and a Smithy that you can play. You have $6 in non-Copper coin and your opponent knows it.
B) If you play Adventurer first, you get +$1 virtual coin and have in hand Contraband, 2 Copper and a Smithy that you can play. You have $4 in non-Copper coin, plus 2 Copper on top of that.
You play Smithy. Who knows what you have now!
You are still building your deck, so forget about buying Province. You prefer Grand Market, then Gold, then other things. And your opponent knows this.
In case A, your opponent knows for sure that you can afford that Grand Market by playing Contraband. It's an easy ban for the opponent.
In case B, your opponent doesn't know that! He thus has a choice:
1) Ban Grand Market. You buy Gold, possibly something else thanks to your Smithy draw.
2) Ban Gold. Best case for him is that you still can't afford GM, and now you can't buy Gold either. Worst case for him is that you did indeed draw a Silver or something so you can now buy GM.
I don't think either 1 or 2 is clearly more optimal play for your opponent. He doesn't want you to get GM, but even better if he prevents you from getting Gold as well. It's a risk.
Note that your own play here is a bit of a risk as well because you don't know what you'll end up drawing with Smithy either. but again, I don't think one way or the other is clearly optimal. By playing Adventurer first you give up the chance of (most likely) getting Gold for sure in exchange for a chance to get GM. Your opponent has a choice of letting you have Gold for sure or possibly keeping you from both GM and Gold.