Get the saganaki and don't forget to "Opa!" There's no wrong order but I personally love the dolmades, Greek meatballs, psiti and baklava.
Update: new owners, lots of menu changes that I'm pretty sad about. Especially disappointed in the new version of baklava... it was limp, not flaky or crisp and tasted like fake honey. I love Greek food so I'm not giving up on this place. Hopefully they will improve with experience.