Mixes are fairly subjective, but the factors are: balance, positioning and eq and effects (as required.) With that in mind, it is crucial to understand that different people hear music in different ways and with a wider-than-ever range of quality, from mp3s through ear buds, to pcm 16/24 audio on DVDs through high-end systems.
So when you mix, you have to have the most 'honest' system possible to hear the actual music, so you don't over/under-compensate the sound because you're listening on ear-buds, phones, or computer speakers, etc.
Once your system is correct for the mix, you'd typically start with a good drum mix, add bass guitar, add rhythm instruments, then solo instruments & percussion. You'll probably do some adjusting as you go - possibly more or less kick, overheads, bass, etc - but that's normal. Add vocals last.
Also, in general, don't mix at high volumes. Your perception of what's audible is horribly skewed, as everything seems audible when it's blasting in your ears. But 99% of the people listen at more moderate levels, and that's how you should mix. See if the mix holds at even lower - and higher - levels, and make small tweaks as needed. But always make your final decisions based on moderate levels.