You cant really go wrong with Squat or Deadlift. If their is a leg press machine available and you are too tired for squats that could be an option. Squats are the best single excercise you can do...as long as it is done correctly, as it works much more than your legs and increases stamina. I do leg exercises last as well. Feel like if I saved shoulders till last I would be too tired to lift anything.
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