[Cadaverous Pallor]

Paste first, then water, which, if done correctly, ensures the paste will NOT fall off. When applying paste, I aim the tip perpendicular to the bristles, so the paste goes into the bristles, not on top.

If I get the brush wet first, the toothpaste seems more likely to fall off, but maybe that's just me. As for no water at all - you people are crazy.