The accepted order of difficulty according to my teacher is 4 - 1 - 3 - 2, which I think I agree with. I love no. 4 more than any, perhaps Chopin's greatest piece? I don't think no. 2 is a great 'intro' piece - for all its diminutive nature, its a poignant tragic masterpiece which might demand a strong musical and musicological background (note the dedication - R. Schumann -to me this speaks volumes). No. 3 is probably a better 'first' choice, it's quite challenging (they all are), maybe more so than no. 2, but it's more orthodox. I like a lot of things from no. 1, but the piece as a whole I find 'annoying' for some reason - maybe the incessant repetition of the motive?
While it is much too late for an audition piece, I think I shall be starting on no. 4 (well I already have...), if not just for the shear pleasure of it it would be a great piece to start working with a new teacher next year at conservatory (I hope!).